A receiver not receiving from a TX has far less predictability than one that is... is much riskier with FM than 2.4GHz, but it's a good habit to turn on the TX first.
When using a TX with memory, there would be the risk of turning on the TX while set to the wrong model, with unpredictable results.
Also, if you turn on the TX first, you can focus on it and make sure all the controls are in the right place. If you turn on the model first you may be less inclined to check all the settings.
Me, TX first, every time, always.