Well that is if you are testing with stuff you don't know.
For something like the E12 or other units that you know don't have a loud transient pop on turn on with headphones that you are familiar with and know won't have trouble with. I would say you wouldn't need to always do it.
On another note
I have been marathoning Ghost in the Shell. I LOVE Tachikoma!!! . I don't really care for anyone else. But Tachikoma is great. Especially near the end of Season 1!!! Great assisting character.