What Kenny said is right. You can break your hyd pump if they are not hooked together BEFORE starting your tractor. That is because our tractors use an open center system, you might think of it as an electrical circuit in series. The pump on our systems produces full volume all the time and oil flows through the system until it returns to the sump. When all the valves are in the neutral position then you have full volume flow, but very low pressure. The system does not build pressure until you move a valve and the pressure is diverted to a cylinder. All the valves in this kind of system are open center, that is that in neutral they allow full flow, through the valve.
In order to install hyd for a BH the circuit is cut and the BH valve is spliced into the system like a detour. When the BH is not connected, that short hose must connected to the QD so that the circuit is complete. If they are not connected then the circuit is stopped and that full pump flow has nowhere to go--the system will go to the maximum pressure that the pump can produce (Or if there is a safety relief valve, the pressure relief point). Since fluds cannot compress the pressure must go somewhere--that is when you find the weak link. Sometimes it is the pump shaft, drive, or pump body (they can split on the side), sometimes a line or seal. But there is going to be oil everywhere and it result in an expensive repair.
Please do keep them connected when you are not using the BH.
Mike