On a pitched roof, my understanding is that the rubber underlayment
should go down first, then the drip edge. I'd have thought that the
drip should go first: then, any water captured by the membrane would run
off over the drip. I can guess that putting the membrane first lets the
it seal the drip nails. But, to what end, if there's no place for the
water to go?

Can anyone shed any light on this?

Thanks