Bit like underpants, some do and some don't
However, to me anyway, primer serves two main purposes. It allows me to spray a model to check for imperfections which can be corrected before committing to the, generally, more expensive colour. By using three main primers, black, grey or white, I can influence the effect of the final coat as they generally have a bearing on the brightness of the undercoat colour if sprayed thinly.
For example, on a tank model, I may spray the lower hull, below the fenders, using black primer then grey or white for the upper area. This creates a more distinct shadow in the lower area.
Does primer give a better surface for final paint? I really do not think so but, as said before, primer usually comes in bigger bottles and is less costly than colours so for checking for seam problems or gaps, it is invaluable.
Oddly, Vallejo make coloured primer. I have their sand, Russian green, IDF sand grey and a couple of others and they are excellent paints in their own right.
Someone once said, I think it was Phil Flory, that he tends to prime in whatever grey colour he has most of. A lot of his early videos shows him using Tamiya greys as primer/under coats. I see he now uses a new(ish) Badger primer called Stynelrez (not sure of spelling).
So, again as is often the case in this great hobby of ours, do whatever suits you.