I didn't receive any instructions to do that, but then again none of the 6 steel blocks I've installed have the new enhanced "pop-in" model you got. Perhaps this may be a new requirement of the enhanced model.
I can't see how you could damage it by not having it installed while assembling it to your bridge. After all, it is just a steel block with some holes drilled in it.
I'll gladly trade you for the older style model which doesn’t have this requirement if you wish!
-trem
P.S. Would you please take a picture of the old and new block side by side so the rest of the members can see just how awesome these blocks are in comparison to the crappy MIM?
"It's funny the way most people love the dead. Once you are dead, you are made for life." - Jimi Hendrix