Apparently they're worried about using an incorrect regulator:
"The gas pressure regulator provided with this appliance must be used. This regulator is equipped with
the required orifice and is set for the required outlet pressure for this appliance. This combination of
orifice size and pressure regulation specifications provides the cooking performance intended by the
manufacturer. Substitution of regulator for any other device is dangerous and could result in serious
injury."
If you're concerned you could put a tee fitting on the high pressure side of you trailer propane system and use the regulator that came with the grill. The other advantage of this is that you could use the grill with a separate propane cylinder whenever you wanted to use it farther away from the trailer.