<< didn't use exterior grade plywood, but I do have a
solid 3/4" plywood sub floor >>
Good substrate for any flooring.
<< Does the moisture in the thinset soak into
the plywood? >>
Where else can it go?
<< Should I prime with exterior grade primer and paint it instead ?>>
No, too much work. Instead, open all the windows and slop on a heavy coat of
the cheapest urethane floor varnish you can find. When the fumes dissipate and
the stuff is cured hard, close the windows and touch sand the lumps off and
proceed with the hardibacker installation. This probably is overkill, as most
folks would just do the hardibacker without worrying about the plywood.
Plywood makers these days seem to be using exterior grade adhesives across the
board. I haven't seen any strictly interior grade plywood for a long time.
Unless there are telltale green stripes on your plywood edges, it may not be
interior grade. Good luck on your project.