This varies by product, but is indeed the conventional wisdom, particularly with urethanes, which is what you'll end up using if you insist on keeping costs low and using a one part product.

But there are also many seam sealers on the market that are specifically formulated to be used on bare metal and will not adhere properly to primer. And indeed many urethane seam sealers are supposed to NEVER touch bare metal and which will actually cause rust to form.

If you'd like to skip the priming step and save time, just purchase a "bare metal seamsealer" of which there are multiple brands available today. They're usually 2 part epoxy, but now Lord offers an acrylic (also a 2 part) that's designed to be used on bare metal. I lately have been using 3M's epoxy bare metal seam sealer and really like it. It does cost more $$. I'll let you know in 30 years if my seams rust.

It is critical to read instructions for the products you choose (all the way from bare metal to the last clear coat) to confirm proper prep, proper order of application, and compatibility.