Probably just a personal choice. It would possibly be easier to build up a more sustainable colony if you add the pods ahead of time.
The horses you buy should be eating mysis anyway, if you buy the recommended captive bred tank raised seahorses.
However, brine shrimp are not like pods. Basically, you don't seed a tank with brine shrimp.
Brine shrimp won't survive in a system that has any predation, so when you add seahorses they will wipe them out.
To culture brine shrimp, they need to be in a dedicated container with a continuous supply of appropriately size food that stays in suspension with the brine shrimp. Brine shrimp have little control of their motion when there is even mild flow of water, and if that flow is from power heads, the power heads will suck them in and chew them up.