Thorin, Mountain-king enters and attaches Lavaspur Boots to itself. It targets my Mossborn Hydra to deal damage.

Normally, when equipment is attached and Thorin targets a creature, priority is given to respond.

Priority was skipped over, and the damage resolved without giving me a chance to respond. I had a valid response (Royal Treatment), mana available, and nothing on the field would have prevented me from casting my spell.

This has only happened a couple times out of many similar instances. The only thought from the most recent match is that the Lavaspur Boots gives haste which creates a weird interaction. Otherwise, it is random and happens very rarely.