Dice Install question

I am trying to install the Dice unit and I was able to pull apart the dash to access the back of the radio. I plugged the 12" cable white the large white male connector into the Dice unit. However, it has a blue and purple whire plugged into both sides.

Am I suppose to pull those out to plug the Y-cable into it?

What am I suppose to do with the blue and purple wire?

Dice could do a better job on their installation instructions it seems.

I just figured out that the blue and purple wires are plugged into a cap on the white connector and pulled it off. Where does that plug into? I plugged the Y-cable into cable into the Dice.

 

The plug in question it the blue and purple wires is below:

 

I bet they do that just to drive us nuts trying to figure out what it does. lol I am surprised they do not eliminate it to save costs.