In AIX, in order to add the ‘Importance: High’ tag, it appears that you have to preformat your message and send it through sendmail. This can be done with a special message tag file:
contents of urgent_head:
Subject: test MIME-Version: 1.0 Importance: High From: name@domain.com
cat urgent_head /etc/motd | /usr/sbin/sendmail user@domain.com
This works in AIX and two of the linuxes that I tested which alias to mta. I am still trying to figure out the one that aliases to exm.