Sorry if this is a stupid question, but is it really necessary to format the SD card, they usually work right out of the package don't they? Or is this to erase existing material on the card, to start fresh, after everything is downloaded?
It is to start fresh, once you have dumped the data somewhere else.
Note that it is good practice to only format the card from the device it was last use. For example, format your micro SD card on the drone, and not your Gopro you may have used. And vice versa: don’t format a micro SD card you used in your Gopro into your drone.