My ancient Wanner grease gun and the ex WD predecessor both had two valves on their body, one of which is used when the lever is not able to pump the grease just loaded, that valve when opened bleeds air out of the pressurising cylinder through a bleed hole which once the air is dispelled, oozes grease out of the bleed hole. The second valve bleeds the delivery tube to allow easy removal of the gun`s connector to the nipple of the object to be greased.

I suspect any grease gun should lock on to the nipple really tightly in order to deliver a rather high pressure as may be required on some items to force the grease in to areas where old grease may have hardened or other detritus has built up inhibiting the distribution of grease which requires quite a locking force on the nipple.... Forcing the gun off the nipple can wear the head of the nipple around which the gun connector grips to the extent that the ability of the gun to grip the nipple may in time be reduced...

Happy greasing...(-: