Residual pressure in the hose isn’t going to have any effect.
Actually, I think that’s exactly what causes the problem. Even if you only screw the hose onto the valve core very gently, you’ll find that once there’s pressure in it, a slightly loose valve core will always unscrew in preference to the hose. The pressure in the hose will place load on the threads, and I assume that some difference in thread pitch or size means that there’s then more friction in the hose/core threads than the core/valve threads.
Since switching the adapter on my pump to one with a pressure relief button, I’ve not had any problems. If you’ve got a loose valve core and do it up firmly with your fingers, and then put the hose on gently, you’ll find that you can get the hose back off again without trouble if you release the pressure first.
It’s an annoying trait of Lezyne pumps, but it’s solvable, and I definitely wouldn’t go back to minipumps without a hose.