You will get verying opinions on this, depending on which school of weathering the respondent folows.
Some of us weather directly over a flat surface, others will glosscoat before weathering.
Personally, I apply gloss where the decals will be applied, apply the decals (setting solutions optional) and then flat coat over the decals before weathering.
If you are going to weather using pastels/pigments only, you just need to flat coat so the powders have something to "bite" when applied. If you apply powders over a gloss surface, they won't stick.