You are actually quite right, this should be made more clear.
The point is, when you record somebody next door like in a standard audio recording situation - which hasn’t changed for more than 80 years now - you will find a studio equipped with a Control Room and related technology on the desk, even in the early days of broadcast. There you find that you have to provide a cuemix and talkback to the performer, and the Cubase and Nuendo Control Room is a great addition that enables you to fully control this recording workflow.
VST Connect picks up on that standard recording and provides almost exactly the same workflow even though the Performer is many miles away, like no other system does - other approaches require the Performer to be skilled, own a DAW and be able to operate it, aquire and load a project that has to be kept in sync all the time and so forth. VST Connect frees you from all of that and provides accurate drop in/out etc. End of advertisment 
Now, many users know how to record themselves and that works fine without Control Room functionality, so we provided the Create VST Connect function to make it really easy - a one-click operation which only leaves the Talkback mic to be connected and you’re ready to go. The default setting of the Control Room is such that when the CR is enabled globally, the output monitor will be active. So the assumption is that when you start to work with CR settings, you should know what you do and it has a lot of great possibilities, but if global routing is changed, things can certainly go wrong.
To summarize: yes, you are perfectly right and these aspects should be covered more precisely in the manual. We are currently working on improving both manual and functionality. Thanks for helping by pointing to this!