You can normally charge without disconnecting. Particularly with such a small charger (would take you days to charge flat batteries).
Reasons for disconnecting before charging:
If you charge a battery which has an "open" cell, the voltage could go very high, depending on the charger. If you have a big, simple charger with a boost function, the voltage could in such a case go up to 20 volts, which could be damaging for the car electronics. But as long as the battery works well, and you use a normal charger, you should be safe. On a good standard battery, the voltage goes up to 14.4 volts, or just a bit over. Some types (silver calcium or agm) have a slightly higher voltage.
PS:
An open cell means that there is no chemical reaction, and the cell doesn't give any load to a charger. Therefore the voltage over that cell, and over the whole battery, would go as high as the charger can supply without any current flowing.
PS2: (While we are at it)
Another condition is a shorted cell, where the voltage of the battery will be two volts lower than standard. When charging, the current would stay high without getting up to the nominal voltage.
PS3:
Open cells can sometimes be fixed...