I'd like to know myself. Our dealer never mentioned it, so we weren't aware there was a recommended sequence. When setting up, we always let the air out of the bags first so the coach is a low as possible. It keeps the step close to the ground for ease of entrance and the jacks have the maximum amount of travel for leveling. But, I never gave it any thought as to inflating the bags first or raising the jacks first when breaking camp.
I've always raised the jacks first, but not for any particular reason. Now that I think of it, it makes sense to inflate first then raise the jacks for the reason your dealer stated.
'03 41' Friendship & 24' trailer with HIS '03 H-D Heritage Springer, HER '15 H-D Freewheeler Trike, and '08 Smart Car.
"Adventure is found in the journey, not the destination."