I think the idea is to first wash your hair to clean off the oil, dirt, and whatever else you have put on it. Then lather up the medicated shampoo and let it sit on the cleaned scalp so it has better access to it.
Don't you notice that you don't get nearly as much suds/lather with the first shampoo compored with the second one, because of all the oils and dirt dissolved in the shampoo.
So if you want to save money and maximize the medication effect, use a cheap regular shampoo (without conditioner) for the first wash, then follow with your medicated shampoo for the second one.