No; don't force yourself to urinate if you don't want to -- that's a myth.
But it can happen that a man's bladder increases in fullness, but that it doesn't register to him until after an orgasm, because he has been, as they say, "busy" beforehand.
Now, if you have any inclination that way, have a P before sex. The urine is mostly harmless and prec*m prepares the vagina for regular c*m anyway.