The thing that it plugs into is a charging station for charging one battery whilst you use the other. The reciever can be unplugged I presume so you can choose not to have the charger plugged in if you want. It could also be so you can have the reciever plugged into a different USB port if you want for whatever reason (perhaps your USB ports aren't supplying enough power for you to have the charger in boost mode and power the reciever at the same time). Generally, there really is next to no reason though tbh.
EDIT: my receiver's, been unplugged once since I bought it - when my mate stole it as a joke
fini