I don't think that there's a general single answer here. What you're trying to do is have a decent draw pile. If you've played most of your Hunting Parties already, or have most of your Golds, and those are your "good cards," then I think that what you want to do is try to eliminate as much of your remaining draw pile as possible, to cycle the "good cards" that you're playing this turn back into your deck as quickly as possible.
If, on the other hand, you're in a situation like, "I started with $5 + 2xHunting Party, and I played the HP and got a Copper and a Silver, and I know I have 4 more HPs in my draw deck," then no, I don't think that you want to play your second HP.
And if playing the HPs will result in a reshuffle into a big draw pile right NOW, before your clean-up phase and thus before the HPs you play this turn get shuffled in, then you probably want to avoid it.
Finally, if you have no idea about all of this, delay your reshuffle as you're buying green, and you know that that card at least is dead in your new draw deck.