Priority and CSQ algorithm are 2 different things in CCX. Priority step allows you to prioritize one call over another and has nothing to do with CSQ/competence level. When you construct a CSQ with multiple skills using whichever "skilled" algorithm then CCX calculates agents's complete competency score by combining them assuming minimum CSQ competency is met. So if you have CSQ with skill A at weight 1 and skill B at weight 2, and 2 agents as:
agent1 - skillA: 4, skillB- 2 - total competency level (4*1 + 2*2 = 8)
agent2 - skillA: 3, skillB- 3 - total competency level (3*1 + 3*2 = 9)
and if the CSQ is set to Least Skilled by Weight then agent1 will be chosen first as he/she has lower combined competency.
Just out of curiosity why are you using algorithm with weight factor as those are very seldom used in my experience?