Wolmanized KDAT Decking cant be stained?

We ended up with a wolmanized KDAT decking to re-floor our porch. We were planning on staining it but there is a painted label on each board saying that it must be primed and painted on all sides before installing.

I called the manufacturer and they absolutely advise not to use stain but to use enamel paint. They say it is Southern Pine and it will absorb moisture and swell if not painted. They also say it can be painted right away because it is kiln dried. I tried to the "Sprinkle" test by dropping some water on one of the boards and it beaded up.

This contradicts what I have seen elsewhere that says not to use paint on decking and that even kiln dried wood needs to weather before painting or staining. If the wood is kiln dried, how can it absorb water so readily that it must be protected by paint?

Does anyone have any insight into using this type of decking? I am about ready to send it all back and buy composite decking.