First off, the difference between spray paints formulated for models vs hardware store rattle-cans is that model sprays are designed not to hide small detail.
Second, grey absorbs light, while white reflects all of it. As such, it is easier to control the color saturation over a white base vs a grey one.
However, since grey absorbs light, it's easier to spot imperfections and pick out small details.
For my part I prime everything. I use Floquil "Figure" primer as it has etching qualities so it sticks to PE...
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