My husband is an architect, and he's never heard of having to wait six months to paint pressure treated lumber. I would definitely paint it, just in case it leaches or something.
Waiting to paint pressure treated lumber is somewhat of a standard practice. A quick google search turned up numerous posts about this on contractor websites. Pressure treated lumber tends to have a high moisture content. Consider if you will, whether you would attempt to paint your interior bathroom wall immeidately after taking a hot shower with the door shut...and why not?
The following advice comes from the website:
http://www.hereandthere.org/oldhouse/painting-pressure-treated.htm
Allow pressure treated lumber to age at least 90 days or preferably six months before painting. This allows excessive protective chemicals to ooze out of the surface, lowering the moisture level to improve paint adhesion.
If the new pressure treated lumber shows any signs of mold, mildew, or algae growth, pressure clean the surface just as you would for prepping for any paint job, using a dilute solution of chlorine and water. Surprisingly, mildew grows quite well on unprotected, pressure treated lumber and it must be removed before painting.
It is recommend to paint with an appropriate primer and topcoat system. The recommended system for best durability is to prime with one coat of a 100% acrylic primer and then topcoating with a 100% acrylic flat or eggshell. The use of vinyl acrylic, acrylic blends, or low quality, non-100% acrylic primers and paints is specifically not recommended.
We do not recommend clear waterproof sealers on pressure treated lumber, as the nature of the lumber eliminates the ability of these sealers to penetrate properly. Sifting on the surface, these sealers can actually attract dirt, mold, mildew and algae causing more damage than you would get if you just left it alone. Staining pressure treated lumber is also not recommended, again due to the inability of stains to properly penetrate into the lumber. It is our experience that a proper primer and topcoat of 100% acrylic premium paints has the best chance of adhering and withstanding the excessive moisture and shrinkage of pressure treated lumber.