Walkers should have priority when in the thrower state, because you cannot assign a throwing skill to a lemming in that state. Where possible, the highest-priority lemming will be one that the selected skill can actually be assigned to. (Yes, a throwing skill assignment to a currently-thrower lemming can be queued and will activate later, but the priority looks for a lemming that can be assigned the skill now.)
This is only a bug in regards to them having the priority over shruggers.