I personally use check valves between every bottle including between both yeast bottles, yeast bottles and drop checker, drop checker and tank.
The reason I do is that I alternate bottles that I change; bottle #1 this week and #2 next week to keep a more steady flow of CO2. When changing the bottles I don't want to lose the pressure that had already built up (takes too freaking long) and the check valves prevent any loss.
In short: Check valves prevent pressure loss.
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