No, Shapton stones do not need to be soaked except the very first time after purchase. We do recommend that on first use, you pre-soak the stone in water for five to six minutes to secure even smoother sharpening.
Do you need to soak sharpening stone?
Soak your sharpening stone in water before you use it – five minutes is usually enough, ten minutes is acceptable for coarse stones. ... Before changing to a finer stone, clean the tools to avoid transferring coarse grit to the next step of the sharpening process.