In a word, yes!
Since the muscles around your lungs that you use for breathing work the same as any other skeletal muscles in your body, you get best results if you train them using the same type of training used for other muscles. That means you should work or train the muscles in both directions so they are efficient working both directions, not just in one direction.
By training both you work the inspiratory muscles to increase volume (inhale more) and expiratory muscles to expel a greater volume of carbon dioxide (exhale more).
