Yes this is very annoying.

Even some otherwise very orthodox priests and bishops assume a priori that Mark was first.
Nobody for 1800+ years doubted the fact that Matthew was written first, as all of the early sources testify. Then in the late 19th century the idea that Mark was first was invented out of nothing (initially by atheists, then taken up by certain protestant writers , for no other reason than to try to dismiss the historical authenticity of the gospels as merely folk tales and fables invented several generations after Christ to make Him seem like something which He was not in fact.
Okay, let’s get the facts straight.
The first recorded person to propose that Mark was written first was
Gottlob Christian Storr (1746-1805), a conservative German Protestant theologian. In 1786, he propounded the theory that Mark, due to the patristic tradition connecting it with Peter and its literary shortness, is the first of the gospels to have been written. He thought that Mark was written in Jerusalem under the direction of Peter for the Greek-speaking Christians of Antioch. Mark was then used independently by Luke (who was writing in Rome during Paul’s imprisonment) and Matthew (writing in Palestine in Aramaic for Jewish Christians). Later, when Aramaic Matthew was translated, the translator(s) made use of Mark and Luke to produce canonical Matthew; this, for Storr, explains the Synoptic problem. Later however (around 1794), Storr tweaked his theory a bit: he now proposed that Luke and Matthew used Mark
and a pre-Matthean biography of Jesus in Hebrew.
Storr’s proposal went largely unnoticed at the time: most scholars favored either Matthean priority, under the traditional Augustinian hypothesis, or the newly-developed Griesbach hypothesis, or a fragmentary theory (wherein stories about Jesus were originally recorded in several smaller documents and notebooks; these disjointed accounts were then combined by the evangelists to create the synoptic gospels). It should be noted, however, that the Augustinian hypothesis was slowly losing its momentum by then, at least in certain academic sectors. Four years before Storr publicized his thesis, Johann Benjamin Koppe (1750-1791)
had challenged the Augustinian idea that Mark was an epitome of Matthew in a thesis entitled
Marcus non epitomator Matthaei.
Another person to arrive at the idea of Markan priority was
Johann Gottfried Herder (1744-1803). Seeing in Mark a closeness in style and content to the original oral tradition, he rejected the Matthean priority as represented by Augustinian and Griesbach theories in favor of the priority of Mark.
Fast forward to a few decades. Working within the fragmentary theory,
Karl Lachmann (1835) compared the synoptic gospels in pairs and noted that while Matthew frequently agreed with Mark against Luke in the order of passages and Luke agreed frequently with Mark against Matthew, Matthew and Luke rarely agreed with each other against Mark. Lachmann inferred from this that Mark best preserved a relatively fixed order of episodes in Jesus’ ministry.
The people who were responsible for digging up and developing Storr’s then-obscure hypothesis in 1838 were
Christian Gottlob Wilke (1786-1854) and
Christian Hermann Weisse (1801-1866). Weisse was the first person to think that Matthew must have used, in addition to Mark, a second source which consisted of a collection of the sayings of Jesus. His (and Wilke’s) work was not generally recognized by scholars, however, until
Heinrich Julius Holtzmann developed a qualified form of Markan priority in 1863.
Weisse and Holtzmann are really the fathers of the two-source hypothesis, which is a combination of two distinct theories: the idea of Markan priority and the idea of a primitive non-Markan sayings source. Weisse got the idea of a sayings source from
Friedrich Schleiermacher (1768-1834), who in turn got this idea from his reading of the well-known statement by Papias about Matthew’s Hebrew
logia (“sayings”) of the Lord. Schleiermacher himself was an advocate Matthean priority, but his contention that the synoptic writers had access to two primitive sources - one a narrative and one a sayings collection - paved the way for Weisse to formulate the theory.
Note that Schleiermacher was not the first person to invoke the existence of a second common source. In 1794, Johann Gottfried Eichhorn built upon
Gotthold Ephraim Lessing’s idea of a now-lost Aramaic proto-gospel being the source for the synoptics by proposing other intermediate gospels besides this proto-gospel - which would explain the differences between the synoptics. In 1801, an English bishop named Herbert Marsh published his rather complicated - and widely-ignored - solution to the synoptic problem: he argued for two Hebrew sources:
aleph (א), which was translated into Greek and used with the Hebrew original by Mark and Luke, and which was supplemented to become the Hebrew Matthew, which was itself then translated to Greek; and
beth (ב), a collection of sayings used by Matthew and Luke. A Catholic theologian named Alois Peter Gratz (1768-1849) simplified this theory: an Aramaic source was translated into Greke by Mark and Luke, while Matthew used the original Aramaic; and Luke and Matthew also shared a common sayings source.