The manufacturer is concerned that they will be pulling a ton of power from both connectors. Sometimes the second connector is just for ancillary power silly or balancing, in this instance they are saying that they’re planning on your card pulling as much power as possible.
You might find that in heavy situations, or on hot days, your power supply overcurrent will trip out and your system will crash. If you have the second connector, I’d connect it, and if you’re worried about having a plug dangle around just tie it back with a tywrap or some electrical tape so it’s nice and clean.