Most circuits in modern laptops should be able to handle both situations.
However, looking at the situation, plugging into the laptop first and then plugging into the wall is no different than plugging any piece of eqt. in that doesn't have an adapter. The brick/adapter will handle the contact/make/break as the plug slides in.
In a poorly design system if you connect the adaptor after the fact, there will be contact make/break and the DC supply will bounce around. This causes false starts and resets.
But like I started out with, this shouldn't be an issue with modern designs because they are designed to handle it. Years ago it would have been an issue, perhaps that is why people still think it's important.