Not associating group 2 will break them if you have different times for the ramp rate vs dimming rate. Otherwise, with the ramp and dimming times all set equal it doesn’t seem to matter if it’s associated or not. I have set those times differently (turns on and off quicker but dims slower so I can get the level I want easier) so I need it associated.
Not associating group 4 might mean that the dimmer being controlled by the association might lag behind the other and not reach the setting. As an example, when you dim down to minimum on the non-load dimmer the load dimmer might stop dimming before it reaches its minimum.
Not associating group 3 but only group 4 means the dimmer being controlled by association won’t change until you release the paddle on the one you are controlling.