Yes, you probably shouldn’t be asking “what next” constantly, but it is important to validate you’re doing the right things. It depends how you ask it and the frequency.

In between decent blocks of work (epics, milestones, etc) I tend to ask my manager if priorities have changed since we last spoke and if he needs help with anything before I do the next feature.

This prevents me from wandering off and doing unneeded or less-needed work. That’s also true agile.