It's crucial to connect a Google Business Page in order for us to fetch accurate SERPs for Google Local and - to some extent - Google Mobile. This is due to structural changes to the the SERPs in those search engines that were made by Google in early 2018.
With the advent of those structural changes, they've stopped displaying the URL in the SERPs at all, displaying only the link to the GBP instead. As a result, we have no way to know which GBP should be associated with your campaign URL in our system unless you specify a GBP.
We added support for connecting multiple GMBs to a single campaign for rank tracking purposes in mid-2018.
Connecting multiple GMBs does not count toward your keyword limit in any way, but it does allow us to fetch the most accurate Google Local/Mobile rankings possible. As a result, we would consider the step of connecting every GMB for every client location to be a pre-requisite for getting the most out of our rankings integrations when working with clients who operate out of multiple locations.