Nope...
It isn't necessary to use the pressure relief valve to bleed the tank (that's why it isn't called an air bleeding valve
). You should, however, open a hot water faucet to bleed the air out...the hot water outlet pipe on the water heater is at the same level as the pressure relief valve. Just open a hot water faucet until the water comes out in steady stream without the hissing and burping of air, that will purge the air from the tank.