Please note that this feature is currently only available in some version the game (USA, Netherlands, Poland, Italy)
With the priority button you can determine whether your vehicles have their blue-lights/ sirens turned on when going on a certain mission. Priority is turned on by default. If you turn off priority the vehicles will also go at a slower speed.
You can find the priority button on top of the ist of the vehicles you can dispatch on the mission screen:
You can find the priority button on top of the ist of the vehicles you can dispatch on the mission screen: