Good question and I have no idea. Some do it as a matter of practice. They will have a small amount of air in the syringe to make sure the full amount goes in. In theory, those people that are doing eod injections of 1/2 cc could waste product over 30 injections by leaving it in the needle. Puting a small amount of air in makes sure it all goes in.
Venous and arterial blood can absorb large amounts of free air before "vapor locking " becomes an issue. Air embolisms from small amounts of free air in IM injections is an "urban myth".