Not to forget that MDF will also raise the “grain”, most notably on the cut or machined edges.
Lately the MDF will raise the grain with water based paints on the smooth surfaces too. Before the pandemic I could get MDF with a super calendared surface. That is, they would run the sheets through polished and hardened rollers that made a super smooth and slick surface. That surface took paint exceptionally well and would not raise the grain if the first coat was water based. After the pandemic the smooth surfaces were not so smooth and they would raise the grain with water based paint.
I personally do not take the step to raise the grain anywhere. I apply Sealcoat (dewaxed shellac) or BIN (pigmented shellac) as the first coat instead. They both offer exceptional bonding between the shellac and the substrate and they offer exceptional bonding between the top coats and the shellac.
If I am applying clear coats, the shellac seals the wood and makes the subsequent coats take less finish. In effect it is a surrogate coat of the clear. It dries in 20 minutes so in effect you can get two coats down in one longish session.