I think it's a question of safety, not yours but the phones.
When you replace the battery for the first time it's glued down and won't budge even if you chuck it in a tornado.
Trying to remove it whilst the screen assembly is still on is going to be a nightmare, removing it might be a bit challenging but it sure helps with removing the battery clinging to the case for its dear life.
after the first replacement i agree, you can swap it without disconnecting anything other than the battery itself, but for the first time it's better to not risk breaking the ribbon cables