No, I generally power up the same way that you do with everything connected. The only reason I went through the process of disconnecting the L6 link and reconnecting it was after I updated the HD500X and did the Global reset was that I immediately noticed that all of the user and Line 6 presets sounded dark and muddy so during the troubleshooting process of switching between using a normal guitar cable, VDI cable, L6 link and 1/4" outs I happened to connect L6 link while the DT25 was on and then heard the problem. Tried reflashing and global reset several times but could not get the problem to go away.
I downloaded and installed the new firmware when it first became available. Was really interested in the new model packs and possibly using the new global EQ. That was before I realized it did not apply to L6 link. At that time I did not load any of the new presets but later on, curiousity got the better of me and I figured I needed to hear the new Variax presets so a week or so later I reflashed. After I reflashed the firmware to get the new set lists and did a global reset I noticed the problem. Everything was normal after the first update.