I'm a big believer in RPs for writing practice, mainly because RPs were the turning point for me as a writer, and are one of the reasons I don't (imo) suck at it today, but I can understand what Chris is saying. Whether or not one should try to tackle both RPs and formal story writing at the same time depends on what kind of RPs they're doing, how involved their role is, and how much time they have to spare.
When I was a kid, I did pretty much whatever. Forum RPs, one-on-one e-mails, private chat rooms and public free-for-alls... most of them good experiences, and I was still modestly productive on story writing--but I was mainly writing fanfiction (with the occasional original piece) and, when your talents are still developing, you tend to go easier on yourself by virtue of not knowing any better. (Though I really, really tried to grow up quickly as a writer.)
These days I'm more for advocating one-on-one, PM / E-mail RPs because they're slower, you can take your time to think about your reply and refine it, (so you really do get to practice,) you don't have to contend with a lot of chaos, confusion, or troll members jumping in ... if one of you is more skilled than the other, tutoring / teaching is waaaay easier, deciding on a plot / narrative is actually possible, and it can turn into something even more productive, like co-writing a game / story based on it more easily. Casual forum RPs are fine once in a while, but hosting or having an important role can be tricky, and hosting something with real rules and standards, while writing a story of your own? Pfft. Naw. Unless you have a ridiculous amount of free time, you'll either abandon one, or you won't be productive with either.
I did a few one-on-one RPs with a friend of mine a while back, and we also did a more original RP during our down time in an MMO we were playing together, which also gained a lot of traction from any events that happened in-game around us. It was pretty good, honestly, and I was excited to write a story about it once we had a full out-line. We got pretty far. A couple years or so of life and character development. While the story is still on hold, I feel I learned a great deal from that experience.
The nice thing about RPing a CYOA in particular is that it takes out the "what if" dilemma that some co-written stories face. I've been part of a couple RPs where one person wanted to go one way and the other person wanted to go the other way. Well, with a CYOA, you don't have to choose or argue, just do them both!