At the end of every RVing season, I close the propane tank valve. Somehow during storage, air gets in the propane lines.
As other do, I bleed my propane line annually via lighting the stove top. But even after doing so, the fridge will take many attempts to ignite with many "F" fault codes before a final ignition. The hot water heater is also a bit finicky, but far less than the fridge. I have never bled the line to the furnace via attempting to run it. I just use it when needed which at times will take a few tries. As with "everything propane" the first use of the season can take a few extra tries because of air in the line.
I always considered "Air In The Line" a normal part of RVing. I just deal with it when it is present, and has never been a crisis situation.
As far as using up my propane tank until empty, I never thought that was a bad idea. It may only introduce air in the line, making for more difficult appliance re-starts.