The way I see it (and use it ), when you have one power distribution point, both for the AQ and the main power for the ESC/motor you don't have to worry. Like you said. when disconnecting the main battery, all power to all components will be disconnected at once.
This warning is for those that have separate power options. For example a BEC that powers the flightcontroller and the ESC32's running on a separate battery.
Menno