Yes. These are instructions to prevent people connecting the speakers directly to the amplifier rather than to the outputs of the crossover.
Doing this would send bass frequencies to the tweeter and treble to the bass driver which can cause damage.
If your headunit can drive speakers it already has a built in amplifier so there are no problems connecting the crossover to that.
Also, if your amplifier supports a 2 ohm load then you can connect your front and rear speakers in parallel and connect them this way (though you would lose any fader functionality).