Shimano hubs are often supplied with bearings that are a bit tight. However there is stuff-all point in adjusting the bearings 'perfectly' for a hub in a box. The reasons for this are severalfold
1) the bearing adjustment will change when the wheel is built (the spoke loadings deform the hubshell)
2) the correct adjustment is a little free play that just disappears as the QR is tightened; unless you can tighten the QR this much in the wheelbuilding fixture, the free play in 'a perfectly adjusted hub' will prevent you from truing the wheel perfectly.
3) the hub bearings do 'bed in' slightly over time, and will probably benefit from readjustment after a period of time anyway.
So yes, you should readjust the hub, but probably a waste of time before the wheel is built and correctly tensioned.
cheers