Do I have to remove the liquid after pressure cooking before I air crisp?

No, you don't have to remove the liquid before using the crisping lid. However, depending on how much and how thin the liquid is, steam will be created by the crisping lid heating the liquid. This can inhibit the crisping of food because the steam creates a moist environment. 

I suggest removing any thin liquid if you are air crisping anything that is breaded or that you want to be very crispy (chicken wings for example). I don't usually worry about removing the liquid if I am simply melting cheese or crisping up a topping. 

Thicker liquids will not produce the steam like thin liquid does, so you can leave them in the pot if you want. For example, I might pressure cook a whole chicken and make gravy in the inner pot with the juices and put the chicken back in the inner pot, on the rack, to air crisp while the gravy is below being kept warm. 

You can also make your wing sauce in the inner pot while the wings are crisping up like I do in this recipe for Asian Sticky Wings.