Change of Target and Milicent Smith

Pascal wrote:

- Change of Target vs Millicient Smith: Millicient Smith burns the vampire before CoT could be played ( [LSJ 20010723] )

Pascal, can you expand a bit on that one? It looks suspiciously close to triggered effects taking priority over activated effects, but I don't think there anything like that written in the rules. Actually, the complete rule reference only seems to deal with effects that players choose to play. Wouldn't it be useful to also specify how mandatory effects are used?

Especially when it is not the same rule that is used for an Anarch Revolt and a Vessel in the untap phase for example.