The only reason I can see to spray before bagging is the length of time it might take you to bag all the fruit, during which, pests could be active.

I don't know what sprays you use but I don't like to work in my trees right after spraying. I am just a little South of you and with all the rains it has been hard to keep sprays on the trees. Oriental Fruit moths have already gotten some of the peaches, just recent as the jelly (pectin) is still clear. I don't see what another spray would do unless you spray and start bagging the same day or you get back into the same loop.