Only the bed being heated affects bed "leveling". As it heats it expands and this tweaks/twists the platform. The nozzle being heated just affects start gap which you want to be net zero after everything is heated. There is no way to get the nozzle gap set with a feeler gauge or paper with it heated since there will be no gap left. You will be left with too big of start gap.

On top of the unsafe situation, when the nozzle is hot it will also be drooling filament.