Well that's the thing, 'need' is too strong a word. Because almost ANY hydraulic circuit that doesn't have a 'load holding' aka pilot operated check valve, is going to drift or sag over time. I know a lot (most? nearly all? not sure) of loader valves have no actual 'sealing rings' between the valve and the bore other than there it pops out the end of the housing (like the end the handle is on, or the end where a float mechanism is attached etc) and they are relying purely on the tight clearance between the valve and its bore for 'sealing' between the work ports and the 'tank port' or tank galley, whatever that's called that is the passage leading back to tank. If you follow 'standard operating procedure' and try to relieve pressure from the circuits when you park the thing, most people would never know anything 'leaked' at all. But gravity can act on things in certain cases (like the weight of the loader arms pushing the bucket in the curl direction) and make the leakage apparent.
I dont think it 'needs' to be fixed at all, unless you can't figure out an easy way to 'purge' the air when the tractor is restarted. It does sound like that was being a pain despite all the different ways you tried. I disagree that holding the valve and making that circuit go 'into relief' helps anything because when the relief valve opens fluid is just moving in a loop from tank to pump to relief valve back to tank and everything in the cylinder is sitting still. In the absence of motion the air, which is less dense than the fluid, will just rise to the top and park itself against the piston. The only 'simple' method i know of is the one that's already been suggested of just cycling the cylinder up and down repeatedly until the air finds it's way out. When the system is under full pressure that air is shrunken down to a miniscule size, but when you rapidly move the cylinder back and forth and the pressure is varying from many hundreds of psi to slightly negative, the trapped air is shrinking and expanding from something like a marble to something like a softball (just examples, no science in that wild guess) and while trapped in the tiny can that is the rod end of your cyl that's actually creating a huge amount of turbulence and putting some of the air 'back in suspension' with the fluid, so some of it will end up going out the rod port on each cycle even if the port isn't the highest point in the system (just like we can bleed brakes as long as the fluid is moving fast enough to drag the air downhill with it). After several cycles back and forth normal operation should be restored.
So i wouldn't do a damn thing UNLESS you can't figure out a way to 'purge' the air quickly. If you're having to raise the loader to full height and go find slopes and all that jazz i'd want to fix it. But i suspect the statement of 'you're overthinking it' that LD1 made is right because even though you're getting the air in, all it SHOULD take to get it back out is just move the bucket up and down (full speed, not slowly) several times, which doesn't cost you anything if you're doing it 'in transit' to the actual work you're trying to do with the loader. I suspect once the habit is developed it becomes just a subconscious thing, the same way we feel around our pockets for phone/car keys/wallet etc when getting ready to go do something. This'll just become a 'muscle memory' you do when you're getting ready to 'go tractor something'.