Assuming you have the traditional old school push on brass Silca pump head, screw it on and off is a good practice as it stresses the valve stem at the tube less. Been using mine since new in 1986 and this is how I have always done it. Works without trouble.

The air that hisses out when "unscrewing" it is the air in the hose and chamber, not the tube. At least that has been my experience.