painting joint compound in a bathroom
As a rule, any raw drywall/compound should be primed with a quality primer before finish coat is applied. This helps even out the drying process and avoid "flashing". The drywall face paper and joint compound absorb moisture at different rates which can cause irregularities in coverage ("flashing"). A lot depends on the particular paint and color, but I would prime first if it were my job. Someone else (an actual painter) may chime in and comment on the actual brand of paint you're using, but in general, I think priming is for the best.
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