While I'm sure Roger is right that there will always be spray when you release the cap, I guess always doesn't include the 'almost never' that happened to me in all the years I used msr stoves, from xgk days to whisperlite. Of course, I properly released the pressure in the fuel bottles by doing what msr said to do, flip stove over once it has cooled, turn on gas valve, air comes out, wait for hissing to stop, close valve, remove fitting, end of story, let evaporate in case some fuel came out. The way the inner fuel hose is aligned, when you turn the fuel bottle/stove upside down, the inlet is pointing up, in the air in the bottle. Nifty and simple design.
Unless something has radically changed in their new designs, of course, you never know.
I guess if you are in the high mountains and come down, you can do that as well, turn upside down with valve unit attached, open valve, and the pressure would equalize again. You don't actually need the stove attached for that method to work by the way.
By the way, if you lubricate the tube a bit with some spit or chapstick, and gently twist the tube in, the gasket lasts a long time, and you don't get those leaks some people seem to believe you will get with these stoves. I won't say, of course, you'll never get some spray when opening it, I'll be specific and say I rarely did (I say rarely because while I don't remember than happening, it might have at some point). I assume Roger always did, if he used them. So I think the correct term to use is sometimes you get that issue, and sometimes you don't. If I was a bit careless, and hadn't practiced, it would probably happen to me once or twice before I remembered how to do it right, who knows. But I leave the fuel pump unit attached in general, less messy that way, and when you do that, you can always release any pressure that might have built up before opening it.
If you are carrying a spare fuel bottle, then you might get the spray issue, I guess, depending on altitude and temperature changes.
Happy cooking, no matter what you do.