Some have on off valves others don't. If it doesn't don't worry as you unscrew it the pin valve closes preventing the bottle venting.
You will get a slight backwash from the marker as it unfills the regs . This can be a bit worrying at first but you'll get used to it.
Also don't bother with loctiting the bottle on I would worry more about loctiting evry single screw on your spyder, as the damn things fall apart really easily, especially the drop forward