No, you don't have to do that.
The problem is that you can't screw the travel adjust back in (for less travel) with the air-spring fighting the adjuster. You can let out the air pressure like the manual suggests, or the easy way to do this is to compress the fork and turn the adjuster. I usually find it's easiest to turn the bike upside down, push down on the fork and compress it about 20mm, and screw the travel adjuster in.
The problem is that you can't screw the travel adjust back in (for less travel) with the air-spring fighting the adjuster. You can let out the air pressure like the manual suggests, or the easy way to do this is to compress the fork and turn the adjuster. I usually find it's easiest to turn the bike upside down, push down on the fork and compress it about 20mm, and screw the travel adjuster in.