Pressure treated lumber has a great deal of water forced into it along with the treating chemicals. (That's why it's heavy.) Straight from the lumber yard, pressure treated wood will have up to 75% moisture content. Lumber that has been stably air dried will be 10-15% or something, depending on your climate. It takes months and months for the water to evaporate its way out of the wood. (Furniture makers will let sawn green lumber, which is typically +/- 50% moisture, dry before working it for six months to 10 years depending on the species and how big the piece is.)
Staining wood with that much moisture doesn't work well. There's no space in the grain to soak up the stain, so it just sits on the surface instead of penetrating the wood. The stain may be ejected entirely as the water exits, leaving you with a gummy deck that leaves stain on anything that touches it. You can do the job now, but it will mostly be a waste of time and stain.