Could this be an artifact of hero-specific rank influence?
Say you had the high priority character with two up arrows, signaling you overperform in your rank with that character, and then your friend underperforms with that same character on their rank.
It could then be that while the matchmaker found a match for you, it only sees that match as "fair" and therefore only "made" it with you not on a character you outperform your rank on, choosing fairness of the match over you and your friends character priority.
With this character split, your character adjusted rank fits more into the match it chose, as putting you on your high-prio character would have made the match inbalanced.
doubt a system this intricate has been implemented already, but who knows, valve remains a mystery
