This behavior is specific to Vina/XMPP - placing in Vina bucket as a starting place.

An alert with a correct “urgent priority” (red color) is displayed, the alert is then archived. Under “Archive-Recent-Read” section the alert shows as “grey” priority, but when it is opened it shows the right “red urgent priority” color. And when you click to go back to it momentarily changes the color to “red” but then switches to “grey”.

From CASE-1607:

This is caused by an alert conversation being started with one priority (like in the create-room rule) and then changing. Vina is showing the latest priority when the alert conversation is on the client. In the archive Vina gets what to display from XMPP which appears to be using the first priority.

In the past we've considered inconsistent rule priorities as a misconfiguration. I would suggest an enhancement request for XMPP to disallow the priority changes or audit them so PS and TS can find rules where this is not consistent.