There are few things as irritating when setting your bike up as that hiss when removing your shock pump valve; that’s the sound of all the carefully tuned air pressure escaping into the atmosphere.
Some pumps have systems to help prevent this – something that closes the valve with the hose still physically attached, essentially, so nothing can escape as you loosen it. You may still hear a brief hiss, but that's the air leaving the shock pump, not your suspension.