My experience is actually quite a bit different.
To me? seems like the fresher the seed, the better.
For example... Have you ever opened a fruit and seen seeds already germinated? Sweet corn tossed out on the compost growing on the cobb?
Drying pepper seed seems to require heroic measures to get germination.
When I plant bell pepper seed from the grocery, maybe there is differences... But if so, they are so miniscule that I can't tell the difference.
There is some difference that I've noticed with some hot peppers... But, I'm not all that worried about it.
I've seen differences with musk melon, but all the fruit was perfectly fine to eat...
Personally, I'm of the camp of try it both ways and then do which ever is easiest.