This is true of the oil filter. I have not heard of this for the fuel filter.There's a valve at the bottom of the housing that the filter presses on and as soon as u unscrew it that open and drains the fuel. Leave the filter out and the lid off, turn the key on and see if it fills up. Should fill it quickly I'd check that first.
Mine doesn't. Never has and I am the one that has changed those fuel filters every 15K since the truck was new(113K on it now). I've always had to siphon the fuel out.Tis true. Without the filter in place the fuel just returns to the tank and won't build any pressure.