Home Depot sold my wife some oil based stain for our new redwood deck.
They told her oil based would no longer be available so we should get one
coat of oil based on before switching to water based.
Does this make sense?

Pro's and Con's of Oil Based vs Water Based?

Oil will soak into the wood better and protect it. The stain won't last as
long as latex, but it will be a better first coat.

Surprising, I find myself agreeing with HD.