Dunno if this is right or wrong but I usually pump mine up and down a few times on my fluvals and they fire right up.
My eheim on the other hand can be a real chore. Im lazy and I have a small powerhead that I attatch with a small piece of hose to the siphon tube. The force of extra water helps the pump prime right away.
Im assuming the prime is some sort of bypass which allows the motor to recirculate water before the impeller cover/outflow in a closed loop allowing air to purge through the outflow with minimal resistance, but hey I have no idea.
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