Not when the cartridge has been first loaded, although yes the air needs to be expelled on first use. It also occurs when the pen has been in idle use, and by that I mean it has not been used until the next 'scheduled' injection is due.
My opinion is that the problem arises overtime because of the deterioration of the plastic corkscrew mechanism. If left idle for a period of time and the through the pressure of air getting into the cartirdge, the device would readjust itself into a position that would be asynchronous with the 'measure display counter', and therefore giving an inaccurate dosage of insulin. 1mml may become 0.65 mml etc. I suppose the deterioration of the mechanism would be similar to how a plastic plumbing screw would be capable of leaking water over time, such as a garden hose after multiple usages. The Sofano Aventis Optipen does not have this problem as the delivery shaft is metal. I have had this for over a year. The Lilly Ergopen and the Luxura both have a plastic delivery shaft.