Painting Pressure Treated Wood | Outdoor Steps Application
The preservation process uses lots of water, that water and the preservative will leach back out over time. If the wood is painted, this leaching process will push the paint off the surface of the wood, let alone not allow it to grip the surface the way it needs to, to begin with since it is so wet and the preservative is on the surface as well. Weathering will remove the surface contaminates, and allow the wood to dry to the degree it needs to keep paint. 

6 months was the rule I read about. A year works too.