The difference is in the motherboard. Almost all motherboards have some sort of system to safeguard the cpu from instant thermal shutdown/damage. If the cpu detects low rpm limits or 0 rpm, it'll think there's a cooler failure and send you a warning/shut the pc down.
Apart from some bios ability to over ride that safeguard, the only way to avoid that is to populate the cpu_fan header with a motor, (fan or pump) that has rpm readings.
Your motherboard is an 'all in one'. It's not built specifically for just your setup. So it has the ability to operate several different options. Some aios you connect the pump to aio header and the fan to cpu_fan. No USB, no Sata. Some you do the same, but also has usb/Sata power. Some you ignore aio header and just use cpu_fan, USB, Sata. Some (like mine) has rad1 fans on cpu_fan, ddc pump on aio, rad2 fans on cha_fan header.
You don't have to use any single header except (in most cases) cpu_fan.