That’s wild, I’ve never run across a head unit that had me connect OBD2. I think I would just ignore that bit of the install instructions.
Few headunits will ask you to connect to the OBD2 port for practical reasons, but the miscilanous manufacturer specific connectors you hook up often include CAN bus connections.
OBD2 port is just 1 of multiple ports with access to the network, even your headlights can be on the bus