Hey @Sami_Bitar,
yeah that is correct the priority field would not show to you at this stage unless the same task is multihomed into another project where the field is added also.
Just keep in mind this also, if you are the manager and somebody has tasks only private to them in their my tasks with you not added to the tasks you would not see all.
For the priority custom field the only workaround I can think of right now is to ask your team members to set up a rule so all tasks get multihomed. Which could be for example:
Trigger: all tasks added to “My Tasks” get added to Project XYZ as well and in this project you have the priority custom field added and you can amend the priority which would then also amend it in their my task list.
Might be easier for you as well to manage then as you can have the overview of all the team members you manage in one project and you can filter and make changes faster.