I did LMA bonus quests today and got all the CA troops explained in the article. However, I have fought through all the LMA and some of CA maps in HMA. The bonus quest line still triggered and I even got all 5 Granadiers despite fought all the maps ahead of time. Maybe the game logic changed recently. Just want to see if others have done the same and confirm this so maybe we can update the tutorial.
It's mostly precautionary to say "don't fight ahead" in parts where things might be sensitive. You're never quite sure what might break something so unless you *need* to break something (such as skipping PME/CE blockers) it's simplest to advise people to wait til quests can guide them through critical parts.
I do think there's some quests that get skipped in the bonus line if you fight ahead, but they may not be important ones.
Areas I have tested fighting ahead:
CA Continent from the point you get story-stuck in LMA -> First Province of Industrial: no issues, nothing skipped. I suspect you might be able to fight the desired path through Industrial in advance, but haven't dared test it as I wouldn't want to miss out on the indy troops in colonial.
PE Continent from the point where you get stuck at Peace Conference in Colonial -> ME continent fully scouted: no issues, nothing skipped. Wanted to make sure Guns Not Butter didn't get messed up, so I didn't fight those last provinces. But again, I suspect you could. And you do have to stop at the start of PME map until story catches up anyways to get your MG teams since the Che line *is* fragile and missable.
In both cases these were tested so that the scouting time could be absorbed into the previous era before I'd clear the story so I wouldn't have to spend as many 50 diamonds on scouting to get the new troops asap when I got into the era.
Still if I were writing a guide I'd skip those results because it's simpler and less risky to say "follow story".