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