My two bits.
Priming is more a process than a coat. There's going to be a little filling, sanding and repriming to do.
Besides solving any adherence issues, primer can be easier to use from a spray can and not having to do airbrush set-ups until ready for the final coat.
I'd go flat white with the primer. That way you can better judge coverage of the later gray finish. That would be hard to do over gray primer.