widla,
Your original question does not ask about "testing". When you say testing, I interprete it mean NDE or some mechanical testing. If so, my humble opinion for you is no, you don't do any testing when the B16.5 flange is evaluated for external loads.
But you are still wondering if it is normal to "also" check the stresses in the flange when checking nozzle stresses due to external piping loads, the answer is No. Having said the general answer, you need your own engineering judgement to deceide whether you need to do it or not depending on the design conditions you are looking at.
Good luck.