I think it's a matter of: When you insert the charging plug into the side of the scanner, it disconnects the circuit that's common to both yellow and black holders, but it leaves connected the circuit that only the yellow holder has. In this way, if you have alkaline batteries in the black holder, the charger never applies a voltage to those batteries so it's a safety precaution. That's why the yellow holder warns never to put non-rechargeables into it. (It's okay to do so, of course, as long as you don't plug in the charger, too.)
I do believe (haven't checked this closely, but it's an impression I have) that I can remove the charger plug without causing a reset or hangup condition if there are charged batteries in the yellow holder installed, but if it's the black holder and I remove the charger plug, the scanner's power is interrupted and I have to recycle the power switch if I want it to behave properly.
(This is with a GRE PSR-500.)