None of the current CPUs require more than a single 8-pin. Certainly not on air - if you wanted to overclock a 3950X on LN2 you might want to hook it up. Extra ones have just become the latest fashionable thing for motherboard manufacturers to add, even on low end boards where the VRM would literally explode if you tried to run enough power through them to require the extra connector. That said, there's no harm in connecting it either if you want to. It doesn't really matter either way.
Cheers