Some history...
The rationale for slides first is that the weight of the slide may tilt the coach. This was a noticeable phenomena in the early days when rigs often had only one slide, or one side had a large slide and the other only a smallish one. Not so much as slides got larger and more numerous. It also applies more to RVs without a robust hydraulic leveling system, e.g. many class C motorhomes, smaller A's, and most trailers. In those RVs, "level" typically meant blocks under the wheels or adding manual jack stands. As often happens, the rationale got lost in history but "slides first" got entrenched as a quasi-religion dictum.
If you have an RV with a capable hydraulic jack system or an automatic air leveling system, there is no worry about the slides tilting the coach once it is leveled. Just go ahead and level up first unless there is some reason to delay putting the jacks down. Or you don't plan to put them down at all, e.g. a short stop in a highway rest area.