If I don't have a purge solenoid, is it ok when you turn off the bottle, but theres still pressure in the line on the solenoid? I heard you need to use a purge to relieve the leftover pressure just in the line.

 

yes,leaving pressure in the line can and will damage the solenoid seals over time. always get rid of the pressure either by closing the valve and making a quick run to drain the line,or crack open the line to bleed off pressure.