Yes. Although, technically, no. In humans there is a massive change as the result of the first time air touches the lungs. It inflates the lungs. It causes the baby's immune system to engage, disconnect and start working.

And it causes the ovi to start the cell division that will create the next generation, form the "yellow body" and then effectively disconnect from the baby girl's body (obviously that cell division doesn't complete until a sperm combines with an ovi, hopefully multiple decades later)

So normally, this happens immediately after birth, together with dozens of other big changes.