No for 'typical' use, especially when use with standard IC chip, like TB6560, which you sent a step-pulse and direction signal and it does the rest automatically, data sheet. The chip automatically provide a reduced holding current, as section 5 in data sheet, to maintain holding torque and shaft at sub-degree accuracy, once motor is stopped. Holding torque and sub-degree shaft accuracy is one of the advantage of stepper.
In 'typical use' stepper is locked so that it trace out a precise profile, like page 14 of data sheet for micro stepping, as used in floppy disk drive, many industrial CNC machines and 3D printer 3D printer stepper software
Of course, one can open circuit the coil or short circuit the coil, if needed.
Stepper motor work on different principle than brushed DC motor.
Stepper normally maintain locking on each step and, by nature, lock is breaked.
To decelerate steppe motor, adjust pulsing frequency in a downward trend s to gradually slow down the stepper to zero speed.