The outer skin of the drywall is designed to let paint and compound mixture adhere to it on its own. This is its job.
I have heard of some old timers priming the rock before applying texture for a better hold. I have never done this and have never had any texture fall off when not priming.
Now, you do apply the primer on the finish coat of texture before you paint. This is to allow the finish coat paint stick better to the joint compound and texture. This is when you prime officially.
I would suggest two good coats on the texture before the final paint.
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