Some of the chemicals in the treatment process are only used to carry the permanent chemicals deep into the wood.
These transfer chemicals need to leach out and evaporate, as they really don't benefit anything now that their job is done.
If you don't wait for this process to take place, they will leach out anyway and expell anything you have put on the wood.
Wait it out.

I would wait 6 months to a year, because it is already treated lumber. if water beads up on the deck right now, then it is good to go.

Many good answers.
I have built many decks, and used to tell people to use thompsons. It looks good at first, but eventually looks cracked.
On my own presure treated deck, built 6 years ago, I did nothing and the wood is in great shape. I have pressure washed it three times to get the grey/green out. It looks almost like new each time.
I did stain the railing a redwood color, and the contrast is very appealing.