Localized projections of 21st‐century hydroclimate variables obtained from downscaling Global Climate Model (GCM) output are central to informing regional impact assessments and infrastructure planning. Regional GCM biases can be significant and, for dynamical downscaling, can be addressed either before (a priori) or after (a posteriori) downscaling. However, a priori bias correction (APBC) has generally unexplored effects on climate change signals. Here we analyze dynamically downscaled solutions of CMIP6 GCMs over the Western U.S., with and without APBC, and quantify APBC's impact on climate change signals relative to other irreducible uncertainty sources. For temperature and precipitation, the uncertainty introduced by APBC is negligible compared to that arising from GCM choice or internal variability. Furthermore, APBC greatly reduces regional models' unrealistically high snow‐water‐equivalent (SWE) biases that result directly from GCM errors. We leverage this finding to encourage the dynamical downscaling community to adopt APBC as a standard operating procedure.