Yes it matters
If connecting directly to battery post you bypass the battery monitor module, thus it cannot correctly
report to controllers what the charge of battery is, which would affect what the controllers do when voltage level is lower
As one example of over the air updates, you would not want the OTA to wake-up modules to download and then process the
updates that could get corrupted when voltage is low and drain battery even lower that could be too low for the controllers
that are active when car is off
By connecting before the monitor as I have shown allows monitor the correct charge to battery
and what the real current load is on battery
There has to be other reasons GM added that monitor for other purposes.