Check this picture:
https://s1.postimg.org/9291s89v67/prioerror.png

As you can see the selected torrent is prioritized. Then why is it having so low download speed? If I stop all the other torrents then the selected one will have around 5-6MB/s speed, so I think that this is an issue in the client.

I think whether or not it works depends also on your In and Out BW limit settings.
The total incoming available BW has to exceed the limit or else it doesn't apply the priority.
To test, set Limit Incoming KiB/s to well 10 M/s since it appears you are downloading at above 25 M/s

It's kind of random.
Sometimes it does seems to respect priority set in the Category, but a few minutes later, it just seems to not respect it.

there are advanced settings to tweak it, but more complicated than I want to deal with.