I don't think it is a rule to enter the issuing country first, but if multiple countries are visitied then the issuing country must be the one with the primary focus of the trip. Has that changed or is that different depending on the country issuing the visa?

Obviously, never going to the country that issued the visa is clearly not the way it's supposed to be done. While I also doubt it is a criminal offence, you might run into difficulties for future visa applications.