Why is the standard tonearm cable not good enough?

I just bought a Basis turntable with the Graham Robin arm and the Benz Micro L2. The arm comes with its own interconnect cable to the phono preamp. My dealer urges the purchase of a "high end" cable, which has to be connected to the separate box (with its own thin cable and plug to the tonearm) that is the Graham interface between the plug from the Graham arm and the RCA plug of the "high end" cable. Why is this necessary? Isn't the extra connection and box detrimental to the signal? Shouldn't (and doesn't) Graham supply the most appropriate interconnect cable with its arm?