The documentation could indeed be updated to be a bit more clear. It also looks like Advanced mode is not required to configure the Home Assistant URL, making step 1 redundant.

In some situations Home Assistant needs to tell 'other devices' where to fetch data from (e.g. to play text-to-speech or other hosted media). For those kinds of scenarios you first need to tell Home Assistant how it can be accessed. Otherwise these features might not work as intended. Whether these steps are mandatory for your specific use case, depends on your use case.

Would an explanation like that clarify the section for you? If so, then I'll try to update the documentation page accordingly. If not, please share what's unclear still.

If you need assistance configuring a specific integration which requires remote access, then please reach out on the Community Forum or join the Discord chat server. And potentially file a GitHub issue for that integrations page to clarify any unclarities.