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Difference would be marginal so long as you sand, prime and pain the wood correctly. In theory, the treated timber will be pressure treated so fairly resistant to rot. As long as it wasn't treated on a Friday, anyway.
If it saves you any money on the construction timber, go for that, spend the money you saved on the best filler / joining stuff you can buy, because that's what's going to fail first.
I need to repair our front door frame, chopping out (it crumbled away) a 30cm rotten section at the bottom and joining a replacement piece of wood.
I can get either of the below today, which would you choose? Would I need to treat the planned hardwood too?
Hardwood Planed Timber Prepared Red Grandis
Or
Regularised Treated Sawn Timber C24