I built a couple of " one board" pine bird houses.
and I purchased some sealer , in hopes of preserving them for an extra few years.
My question is:
which would soak up more sealer?

O an un sanded board
O a finely sanded board
O a rough sanded board

I plan on about three coats

I can't speak to the science behind it, but every sealing project I have ever done has called for a final sanding at 220 grit (fine) before putting on the sealer, and then another light sanding at 220 grit between coats.

Use a deck conditioner on them. Basically an oxalic acid which will open the pores as to accept a sealer. A gal will cost about $10 and usually a 1:1 with water dilution

Even with coarse sandpaper it can still fill the pores