I didn’t say anything about “more expensive”.
What I was suggesting is that, unless your amp is substantially different from your multifx system, then there’s not much reason to use the effects built into your amp over those in your multifx system.
Note that classic guitar amps don’t come with much in the way of effects. Typically they might only have reverb. Some also come with a vibrato effect.
Obviously all guitar amps normally come with a pre-amp and that will, normally give you some sort of “overdrive” capability. Depending on the amp and the sort of music you want to play, that might be all the overdrive you need, or it may not be enough.
So with a classic analogue guitar amp with a preamp (with gain control), some reverb, and an EQ section if you want any other effects you need to use external pedals (which could be a multifx system).
What you currently have is a sort of hybrid setup, which isn’t so uncommon these days as many more decent amps are modelling amps and have a bunch of stuff built in. But that means you have an overlap between your amp and your multifx system.
In your case it’s a big overlap because both systems are made by the same vendor, and so probably use the same modelling algorithms and, thus, sound identical.
So, to go back to your original question about “priority”, if we read that to say: “should I use the FX in my multifx pedal or in the amp”, the answer is: it makes no difference because you will get the same result whichever you use.
That DOES NOT mean there’s anything wrong with your setup. That DOES NOT mean you should be looking for a new set up.
Your current setup is perfectly good and if you are happy with it then stop worrying about it and play!
Of course, if there’s some very specific things you find aren’t working for you that you want solutions for, then that’s fine. But I don’t see that in any of your questions.
If you just have a general feeling that “the grass must be greener on the other side” then I would suggest you take a step back and ask yourself why you think that.
There is a tendency amongst guitar players to think that there is some “magic bullet” that will make them happier or make their guitar playing better. This is a view encouraged by the industry who want to sell you more things and, to a degree, by other guitar players who kind of want to justify their own habits.
I’m often as bad as other people (I certainly have more gear than I need) but in my case I justify it because I’m a technologist and a gear head who likes experimenting and learning about equipment. I am under no illusions that it will make me a better player or make me significantly happier or more satisfied about my setup, unless it solves a very specific use-case I can’t fulfil in another way.
Despite my buying habits, I am actually very satisfied with the setups I already have. I buy new stuff for fun and because I’m in the privileged position that I can afford to do so.
Back to you: you seem to want to buy stuff for a different reason: that you feel you would be generally happier or more satisfied with different kit. I would warn you against that because that way lies madness (or, at least, discontent and potential mental health issues).
If you follow that route then, in my view, within a few months you will be equally dissatisfied with your new kit and be looking around for some other thing you can buy to try to make you happy.
My advice is to stick with the kit you have. It’s perfectly good. Learn how to use it, learn how to play with it, and stop worrying about whether there’s something else that’s better because there ALWAYS is something, but it’s NEVER better enough!