It is certainly not necessary to bleed after a CO2 laser treatment. The CO2 laser is an ablative laser of 10,600 nanometers, which can potentially penetrate into the papillary dermis, all the way down to the reticular dermis, depending upon which settings are used. Bleeding can start once penetration of the papillary dermis begins.
However, depending upon where the blood vessels are located within your dermis, you may or may not see punctate bleeding after your session. It is definitely worth discussing with your board-certified dermatologist whether a deeper session that evokes more bleeding is necessary for more improvement. However, you will undoubtedly see results even though there was no visible bleeding after the therapy.