Technically true, but pinhole is maybe even a bit of an exaggeration.
The system is sort of designed to be instantiated on game start and then just... stay in place for the duration of the game. So you should never re-init the system, and you don't need to clean up the stack when the game is closed because the OS will clean up any and all memory the game is using.
You are welcome to call ds_priority_destroy in the game_end event if you'd like, but I just thought it unnecessary.