Hi Brian,
In fact this is available:
In the Business Console, click on your login name on the upper right, and select "Profile".
Then, in the profile settings, select "Grid columns".
You will see a bunch of properties that can be added to the column being displayed, and the priority is one of them.
After adding it in this "Grid columns" you will see the priority being displayed, and will be able to sort on that column when displaying rules.
Hope this help,
Erwan
#OperationalDecisionManager(ODM)#Support#SupportMigration