Priming refers to the pump. When the pump lid is removed for cleaning or servicing, air enters the pump basket and the pump loses prime. When a pump primes, the pump basket fills with water pushing the air toward the filter and returns. What you are describing is actually bleeding the air from the filter which it should do on it's own but always a good idea to bleed the air after the pump has primed. Also, when the pump is turned off, the water should remain in the pump basket.
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