O and to answer the orginal post. There is a theory out there that if you test the heating without air going over the tube you reduce the life of the tube.
Also its meant to check that your alternator circuits are regulating the voltage properly. So if you switch it on and see a increase in output and no low voltage light come on your hunky dorry to go.
Persoanlly I didn't used to bother checking it unless I was doing night ratings.