A couple of reasons to disconnect the battery cable when charging:
1) Isolates electrical system from the battery. You don't want a high amperage charger pushing electrons through any sensitive electronic circuits.
2) Related to 1. If you connect the charger incorrectly (wrong polarity), you will fry those sensitve elec. circuits and the alternator diodes.
Okay, a third reason. If the cable connections are dirty/corroded, removing them will provide you a chance to clean them up bright and shiny.
There might be more.
Sherwood Lee
http://members.rennlist.org/911pcars