Yes, it is already shown - but only to a limited extent, and only in the grid.
The Status column in the grid shows high priority (ie, priority 1) as a red asterisk, and priority 2 as a small diagonal arrow. No other priorities are shown in this column, but At Risk status as shown as a red dot, and completed tasks as a blue tick. As far as I can tell, priority also can't be edited directly in the Gantt chart.
If you want to show high priority tasks more clearly you could set up a SmartRule that triggers a topic effect, like, say, changing the topic fill colour, which would also change the colour of the task bars in the Gantt chart. If this interferes with any topic colouring system you already have you could select another effect, like changing topic text colour.
A clarification - the Statius column may not be visible by default. If you can't see it, go to Options on the Gantt chart ribbon and tick the "Status" column under Columns to show in grids, then click OK.