The file that you are writing is generated automatically and read at boot
time. When you update the kernel for example a new config file will be
generated, but changes that you make will stay in place, but may be
superseded by the newer lines. Their warning is in place because they assume
that you don't know anything and that you can mess up your computer. These
are both relative to your experience and comfort level with messing with
files that can de-stabilise your system.
Grub2 generates these files and the preferred method might be to follow
protocols, but I have learned that they may not know your intentions and
that they can be wrong as easily as I can be.