What Tsubaki said.

The sad thing is if you first run the game from a disk, then it needs the disk to verify that you own it. It is a configuration in the PS4 and not SE. Even if the game is online, it wants to make sure you did not hand the disk over to another to install it on their system. This is due to making sure if you got a game that is buy to play, that others do not get it free.

This means, if you want to play the game without using the disk, then you need to install it from your account on the PSN, which the directions that was mention will trigger that. This still has the security check, but it makes it so only your system that is linked to your account can run the game. Again, limitation of Sony, not SE.