There is only one reason for that instruction, and it may or may not apply to you.
The central issue is that the PWM fan Hub MUST get a PWM signal from a mobo header. And you are right - if all the fans plugged into the Hub are for case ventilation, then the correct control signal should come from a CHA_FAN header. The tricky part is whether or not that header does supply the PWM signal.
These days all mobo fan headers seem to have 4 pins. BUT that does NOT prove that they use the new 4-pin PWM Mode as their method of controlling fan speed. Some years ago there were a lot of mobos with 4-pin CHA_FAN headers that only use the older 3-pin Voltage Control Mode (and did NOT send out any PWM signal on Pin #4), and the fans all worked. That is because the PWM fans have a backwards compatibility feature: if you plug one into a 3-pin fan header, its speed is still controlled by that older Mode. However, virtually all of those mobos DID use PWM Mode, or could be configured to do so, on the CPU_FAN header. So some Hub makers advised everyone to plug into the CPU_FAN header just to be SURE the Hub received a PWM signal and works.
Next wrinkle. Any mobo fan header can deal with the speed signal returned to it from ONE fan only. So any decent Hub will only send it one fan's speed signal. Among all the fans in a system, the most critical in a case of fan FAILURE is the CPU cooler because that expensive chip can be damaged or destoyed is a short time if it gets no cooling. So a HUB used on a CPU_FAN header really MUST return to that header the speed of the real CPU cooler so it can be monitored for failure by the header. That is why they tell you to plug the CPU cooler into that one specific Hub output port.
Now, most mobos today have an option fo use PWM Mode on all of their headers, including on all the CHA_FAN headers. So there is NO neeed to connect a Hub to the CPU_FAN header just to get the PWM signal IF you can configure at least one CHA_FAN header in BIOS Setup to use PMW Mode. If you can do that, OP, then go ahead with your plan. Leave the real CPU cooler as the only load on the CPU_FAN header. Connect the Hub for case fans to a CHA_FAN header and configure it to use PWM Mode. Ensure that one of those case fans is plugged into the Hub port labelled for the CPU fan, because that is the only port that will send a fan speed back to the host header, keeping its fan failure alarm system happy. This is the way I recommend to all whose mobos allow it.
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