The problem seems to be that Dominion established a convention different from the one that Donald says is used everywhere else. "When you play" has always meant before you follow the instructions on the card in Dominion. In fact, it's been pretty well established that "when you play this" automatically precedes all instructions on cards. So "when you play" can't really mean "after you follow all instructions on this card", because if it did, then how does that work with Treasures that say "when you play this"? Relic would become "When you [finish following the instructions on this card], each other player puts his -1 Card token on his deck"... which makes no sense.
Also, adding "first" doesn't really change this. If "when you play this" means "after you have finished playing this", then "first" doesn't change that; it just says that it's the first thing that would happen at that time. Under that understanding of "when another player plays an Attack card", Moat would have to say "before another player plays an Attack card".
I am trying to give cards wordings that make it clear what happens in the game. At the same time the clearest possible wordings (computer programs) make the game unplayable, so I don't use those.
"When you play this" on a card, such as a special Treasure or Noble Brigand, is clarifying that what follows is something that the card does when played. It would be nice to not have that text on Treasures, but it seemed necessary back when.
"When another player plays an Attack card, first" is clarifying that what you are doing happens before the Attack card does anything.
I don't have much data on "first," but no-one is ever confused by "When you play this" on Treasures. So it did its job, it communicated successfully. Good luck, "first!" I'm optimistic.
I do not always have lots of time to spend considering extremely exotic situations in Dominion. If I wanted to seriously consider this issue again, I would search through the card texts for "when you play" effects, see how unique of a case Champion was; then I'd look at the future Adventures rulebook to see what rulings might be contradictory. For all I know I would see the light. But well, I try to be there for people, but Champion / Diadem / Storyteller, I only have so much time.
Not clear on "but not Magic". "When x happens" in Magic is still directly after x has finished happening.
And I think it's not even inconsistent with Dominion under 1st edition wordings. As long as we define "play" to be the act of choosing the card and putting it into play, and "resolve" to be the act of following the instructions that are on the card; which you do immediately after playing it. So when my opponent chooses to reveal Moat, I've already played the action; I just haven't resolved it yet. I know you aren't a fan of the Magic stack; but this fits in with the idea of casting a card and then waiting for it to resolve.
It seems for the best to not have a tangential discussion about Magic. Dominion does have a stack, but it's implicit; it's not part of the rules, which is great, because a stack that's part of the rules is super-confusing.