The Urgent flag marks some data within a message as urgent. Upon receipt of an urgent segment, the receiving host forwards the urgent data to the application with an indication that the data is marked as urgent by the sender. The rest of the data in the segment is processed normally.
This would be used when suppose a large file is being transferred but the sender realizes that it’s the wrong file and sends a command to stop transfer. It wouldn’t make sense to have the file finish transferring first, hence the command to stop transfer is marked as urgent and is executed before the file is done transferring.