This is not typically a policy that is carried out by the providers. It is
just how some router vendors have developed their implementations. They
don't give a lower priority to UDP or ICMP unless that traffic is destine
for the router itself.
I think that this is insufficiently clear, though correct 
Non-optioned traffic *through* a cisco router running IOS
is always treated the same.
Traffic destined *to* one of the addresses on a router
is usually switched with a different switching mode (i.e.
"process switching"). Process switching is a seperate set
of queues on the router, and therefore a seperate set of delays.
Despite various assertions you might hear people make, process switching
is not likely to drop packets more frequently. It is likely to introduce
higher delay.
--jhawk