Painting over epoxy..is it really necessary

I plan on using a premium Behr exterior paint and primer in one (I usually hate anything "all in one" or "multi purpose") but my local big box store recommended this paint. I was left a little confused as to weather I should somehow seal the wood first. The lady said seal OR paint. Dont do both. Im a bit hesitant to put this high dollar paint right on ply wood without any epoxy, varnish or other sort of primer or protection. What are yalls thoughts. I want to maybe keep a woody look on the inside, but probably not on the outside.