Yes, if you are using the MSD bootloader, you have to press the reset button to start the application.
If you do not want to press the reset button, I recommend that you do not use the MSD bootloader, but use the debugger instead. As from Eclipse/Kinetis Design Studio, you can press one button to download and run the application, see Emulating Eclipse ‘Run’ with ‘Debug’ Configuration | MCU on Eclipse
Otherwise, use the gdb in command line mode and use the gdb 'detach' command: this will disconnect from the downloaded application and start it.
I hope this helps,
Erich