This is the reason for my post SEVERAL months ago about how a torque wrench works. If you look at the internals of the most common design, and likely inexpensive wrenches, the mechanism works identically regardless of the direction your turning the bolt. I can't see any way that loosening will change anything.
BUT, if the manufacturer specically says not to, then I wouldn't. After all, there is such a thing as left hand threaded bolts. Therefore you won't be going out to but a specific torque wrench for those.
https://www.motor1.com/news/739023/torque-wrench-explained/