Do we always burp our baby after feed?

In hospital after delivery, I am taught to burp the baby after feed so that baby feel better and will not have milk stuck in airway resulting in potential vomit milk which happen sometimes in cot when lie down. But other school of thoughts that I found claim is not necessary to burp always. Burp baby is not an easy job cause bb may sometimes resist me to do it due to hunger and frustration. I personally feel is better to burp but at dilemma whether to insist to do it. Any advice on burping?