@e.bar.guom: No, it does not work that way. HF and DFT are usually done with the same programs, and hybrid functionals like B3LYP will typically use the HF code paths for their exact exchange contributions. However, there is no reason to perform a HF calculation before a hybrid DFT one. The self-consistent HF solution never enters anywhere in the Hybrid DFT calculation.
@OP: I would consider "full relaxation on the potentiel energy surface" as a sciency term for "without any artificial constraints on the geometry" (e.g., symmetry constraints, fixed bond lengths, etc)---i.e., to mean exactly what one would understand under "we performed a geometry optimization" without qualifying this any further. But context might be important, maybe they mean some more involved global optimization of the structure (but if they do, they would make this clear in their paper).
Regarding your main question: No, optimizing geometries first at HF level and then at DFT level normally does not make much sense. What can make sense it to first pre-optimize a geometry on DFT level using pure functionals (i.e., functionals without exact exchange) and then do a further optimization using hybrid functionals or HF. The reason being that calculations with pure functionals are much faster hybrid DFT/HF calculations and still provide good geometries in most cases, so a pre-optimization with pure functionals can result in a much better starting geometry for the more expensive HF/HybridKS calculations, and thus less total computation time. However, the other way around this does not work, and for mixing HF and B3LYP this would not work in any case.
The only reasons I can imagine for first doing a HF optimization would be to work around implementation problems in the quantum chemistry package they are using (e.g., numerical noise in the DFT integration could interfere with the geometry optimizer, so the optimizer might work more reliably with HF, which has no numerical integrations. Or the package they are using has 2nd derivatives for HF, but not for DFT, or similar things).