Important does not differentiate folders

Hi guys, 

I moved from Wunderlist to to-do as I got the notification that it would be discontinued from May. I synced but in the important folder, it does not differentiate the tasks from different folders. For example I have 10 different lists and I mark important tasks among those and look the list important. In wunderlist it used to still order/sort with the information from the list and was very comprehensive. But now is just a list with everything in there. Can anybody help to get that feature or settings. That would be great. 

thank you.