The reason I say to have the keyboard plugged-in is if the Firmware includes any updated for the Covers it won't install that part if unattached, any update to the low level firmware I always plug it in so that it doesn't try to Sleep during the install.
Makes sense to me, jnj.
To be honest, I had heard of some people having random connection issues with their type covers. Even though I have not had issues myself, I feared losing connection during the update could give me problems.
Who knows though, I may buckle my chinstrap and update like a big-boy today :-D