Not at all. If a dent is leveled properly there is less filler needed to level the surface and there are several ways to address the filler. You can allow it to fully harden and sand it down with sandpaper or you can shave it down when it get's about as hard as hard cheese using a cheese grater. Shaving off the excess make the first coat of filler level quickly and cleanly so that you have much less effort and less dusty mess.
We actually pile on the first coat, shave it down with the cheese grater then block sand the first coat as it hardens. I usually don't apply filler to my grated filler before sanding it because I feel that the filler grabs the sanded surface a little better. We go from cheese grater to 40 grit to 80 grit to 180 grit from the body filler to the polyester putty.