You're right. It's just every time I turned the heater on high it seemed that more air would come out than if I didn't. So just for the sake of it, I do it that way every time.
I just looked in my fsm and it says you don't even need to run the engine with the cap off.
(1) Tighten the radiator draincock and the cylinder block drain plug(s).
(2) Fill system using a 50/50 mixture of water and antifreeze. This is described in the Coolant section of this group. Fill the radiator to the top and install the radiator cap. Add sufficient coolant to the reserve overflow tank to raise the level to the FULL mark.
(3) Operate the engine with both the radiator cap and the reserve/overflow tank cap in place. After the engine has reached the normal operating temperature, shut the engine off and allow it to cool.
(4) Add coolant to the reserve/overflow tank as necessary. Only add coolant when the engine is cold. Coolant level in a warm engine will be higher due to thermal expansion.
COOLING SYSTEM DEAERATION
As the engine operates, any air trapped in cooling system gathers under the radiator cap. The next time the engine is operated, thermal expansion of coolant will push any trapped air past the radiator cap into the coolant reserve/overflow tank. Here it escapes to the atmosphere into the tank. When the engine cools down the coolant, it will be drawn from the reserve/overflow tank into the radiator to replace any removed air.
I've never had good luck with getting all the air out by this method, but it could have just been a bad radiator cap. I've just replaced mine. Next time I mess with the coolant I'll give it a try.