Somebody else’s urgency doesn’t automatically become yours when they hit send.

Somebody typing in capitals does not get to set your schedule. Urgency is a feeling they are having, and hitting send transfers the feeling without transferring any of the deciding. Most of what arrives marked urgent is only urgent because of when they got to it, which is not the same as it being your emergency.

Before dropping what you are doing, find out when it is genuinely needed. When do you need this by is a normal question that costs nothing. Real emergencies survive being asked, and the rest usually fits comfortably into the gap after whatever you were already working on.