Do I have to sand the Pink Primer off before painting?

NO.  Definitely not. The Woodhouse Weatherproof Pink Primer has been developed by Dulux Industrial Coatings, a business unit of Dulux Group that provides high-quality factory applied industrial coatings products to the Australian and New Zealand markets and is committed to supporting the use and performance of these coating materials. The pink primer is a premium grade, industrial oil based coating that has been factory applied to ensure its fit for purpose, and readiness for installation and final top coating.  Being a genuine primer, all products can be finished with 2 applications of premium acrylic, or enamel topcoat paints.