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I have no problem to configure the FPGA without this connection.
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Possibly. But do you know if it's by chance or by design (which would mean, that the device handbook is incorrect in this regard)? Who do you think can answer your question?
To be honest, I don't care. Generally, I would follow the manufacturers specification.
There may be special cases, where you need to know. E.g. you shipped a product and found a possible cause of failure (according to the manufacturers specifcation) later on. If you have reason to believe (or just hope), that the specification may be incorrect, you may want to find out the real behaviour. Your result may be still incorrect, but possibly sufficient for a decision about a return call for your products.
In addition, JTAG-only is a configuration scheme of rather limited purpose. For this reason, you won't find much users, that have tried the same.