The interrupt flags are set regardless of whether the interrupt is enabled. The GLOBAL interrupt for that priority level is turned off automatically when the interrupt is triggered and turned on again automatically when the ISR is finished and normal program resumes. The purpose of this is to ensure other interrupts with the same priority are ignored until the present one is serviced. This is why you are not advised to change the GIE bits inside the ISR. Because the interrupt flags are still set, when the ISR exits, it will check for other pending and enabled interrupts that occurred when it was in the ISR and if necessary, enters the ISR again to service the second interrupt.
If priority interrupts are enabled and a peripheral is assigned a higher level of priority, it DOES have the ability to suspend the lower priority interrupt in the same way a low priority interrupt can suspend the main program flow. When the high priority ISR exits, it returns to the low priority routine.
So, answering your question, if you use one level of interrupt priority, a second interrupt can never interrupt the first one and the global interrupt bit is turned off anyway.
If you have more than one interrupt priority enabled, it should be because you intend it to run, if you don't want that, assign it low priority level instead.
Brian.