yes, it can cause some unpleasant feelings if you urinate shortly after masturbation, especially if your bladder was quite full before / during masturbation (or sexual arousal). I would recommend to empty the bladder before sexual activities - it seems to be the most effective form of prevention from these problems (at least for me). This can be one of the reasons why (a lot of) beer probably isn´t the most friendly thing to our genitals.
I think sometimes some of the plumbing involved in both activities gets clogged causing a delay, or sometimes semen "dries" at the opening to the penis..try washing it off and giving it a shot..I don't believe this is a major problem.
Jim