I don't soak my brushes, and I only use cold water. I just wet the brush, shake it off, and then load it. However, if it is a synthetic, I shake out most of the water. They need less water.
How would you load a dry brush? That would not pick up any soap, I believe. With creams, it might work, but that still would not be ideal.
I use a bestshave.net #6 horse hair. I always let it soak while I take my shower, If I shave without a shower then I just let it soak a minute or so instead.
No, but will hold some water. If it didn't hold water, how can you make a lather? I soak all my brushes - badger, boar, synthetic and nylon (yup, I have an old Klenzo in the rotation! ). The reason is to warm the knot. A warm knot lends to a warm lather.
They probably don't need wet synthetics @JazzDoc . Soaking brushes are part of my pre-shave routine. I find that synthetic do retain some water Mark.