You shouldn't need to do that, but a lot of people do.

Instead, when you apply the tape, roll it away a little bit to get the end to stick, and then pull on it to unroll. When you're done, press the flat end down and twist the tape gun into the tape to cut it cleanly.

Once you've the the technique down, it's very efficient.

I felt the same way for the longest time and then I decided to try that. It’s probably like training wheels, but it at least works for me now.