No.
That's a cold range process. We've always run a hot range. There are instances where a complete unload is performed in preparation for teaching some subsequent, specific technique but it NEVER involved pressing the trigger. A tactile or visual chamber check will suffice.
Constantly emphasizing a chamber check (when appropriate) is a confidence builder, especially for a novice shooter attending their first class who has likely never been around multiple people with loaded firearms.
I personally know someone who shot IDPA regularly where that practice is S.O.P. and once on occasion after arriving home from running some errands, used that procedure prior to putting the handgun back into his gun vault and upon pressing the trigger, had an ND because he blindly "unloaded" and mindless, robotic manner, pressed the trigger after removing the magazine.
The chamber check is your friend on both ends. By that I mean it ensures you never hear a click when you were expecting a bang, and you'll never press the trigger without ensuring the firearm is unloaded.