It’s a recommendation and the way they will support its usage. If you use it in different way and run into trouble, they can’t provide the same support. That’s what that message is saying. Your use case is absolutely fine and you don’t have to worry about it. Just make sure you’re not monitoring from both at the same time as that’ll cause doubling but that’s obvious 
The message also states to connect USB when a device is off. I never do that hehe.
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