If you follow Mig's steps on the DVD or on his blog, he doesn't use future (or any high gloss coat) to apply these products. While you certainly can if you want it really isn't needed unless you used enamel paint and even then, you don't need a gloss coat. There is no 'tooth' in a gloss coat and most of the effect can/will simply be washed away, a matte surface will hold the product a little better.
I always apply the streaking effects and other products directly over the previous weathering and/or paint, occasionally I will apply Vallejo Matte in between layers but that's about it.
Like I mentioned earlier, the AK site, Mig's blog, or the DVD is highly recommended to anyone unsure as to using these products. AK even have their own forum dedicated to weathering questions. Just make sure you sign up with your real name or your account will end up deleted.
http://akinteractive.foroactivo.com/