Sometimes it is, sometimes it isn't.
In terms of strain loading, a stiffer model produces more conservative results. So ending with a rigid connection to a piece of equipment is an easy choice - until those results indicate redesign. At this point, then, that connection should be evaluated for available flexibility. If added flexibility is justified, then add it to the model. (Not at the flange connection but at the intersection of the nozzle with the equipment wall.)
I have see people attempt to add flexibility at a pump nozzle using the load and distortion limits defined in API 610. To me this is incorrect. Some nozzles are best left rigid.
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Dave Diehl