Other apps such as email, txt messaging, facebook messenger show notifications when not loaded.
I think the widget setting for high priority means that messages will be sent when the blynk app is not loaded and logged in.
see https://developers.google.com/cloud-messaging/concept-options#setting-the-priority-of-a-message
and see previous post [SOLVED] Problem with push notifications on Android
where there is a similar problem
This has been a problem in the past unless I am missing the point somewhere.