If you’re going to bake you should triangulate first. Normal maps are generated based on the normals of the low poly mesh, which will vary depending on how the mesh is triangulated. Since triangulation methods differ between applications you can sometimes get inconsistent results if you try to bake an untriangulated mesh then reexport it for another program (like UE4)
Also, the rule should be “keep your topology clean and manageable” not “generally use quads”. It just so happens that if you keep your topology clean and manageable then yes, you will usually always end up with a mostly quad mesh. The problem is that the opposite is not true, a mostly/all quad mesh does not necessarily have good topology. In fact I would usually say it doesn’t, in order to keep a complex mesh all quads people typically have to do really bizarre things with their edge flow in order to make it all work.
If anything the most common beginner mistake I see is people religiously adhering to all quad topology with no regard for the quality of how they’ve laid out their geometry because they think triangles are “bad topology”. Clean topology doesn’t have anything to do with the shape of the polygons.