It's more so because of how they load.
Dolphin doesn't exactly emulate the boot process of the Wii. It doesn't go through Boot1 and Boot2 procedure, but rather immediately tries to run the game or the home menu.
BootMii lives in Boot2, something Dolphin doesn't emulate, as such it doesn't know how to handle it.
Priiloader is quite literally the system menu. Or rather, it replaces it with itself and then chain loads the system menu if there is no action from the user to trigger it. As such, for Dolphin, it's just the system menu, so it launches it normally.