My opinion, is that this is just being overly cautious. There is always a chance, that there will be a spark, with the last cable you connect (should be the negative cable). Batteries can emit hydrogen gas, and there is always that tiny risk that a spark could set the gas off. So, hooking the negative cable up, to another ground point (off the battery) puts some distance between that potential spark, and the battery.
I keep my "harness" connected at all times....so that if I want to hook up the trickle charger overnight, it's just a simple "plug-in".
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