I asked the same thing on a F150 forum a few years ago when I installed my Ride-Rites and compressor kit. The Firestone rep that was member of the site said that it did not matter when you added air, it does the same thing either way.
Usually I will dump all the air in the bags when I back up to hook up to our TT, then once all lined up I air the bags up to the 30-40lbs I usually run in them for a usually weekend trip. Then lower the tongue just enough to latch the hitch, next tighten my WD hitch up, finally put the rest of the weight onto the truck and hook everything else up (lights, chains, break away).
I will say that having an on board air system is the way to go! A good friend that we camp with is now installing one in his truck after seeing how slick and easy it is to add and dump air from the bags.
TT-2013 Passport 3220BH
TV-2004 F150 FX4, not exactly stock...
with 2001 Kodiak K215: 2010-10, 2011-12
with 2012 Grey Wolf 26BH: 2012-19, 2013-24, 2014-11, 2015-6
with 2013 Passport: 2015-13, 2016-15 booked