Yes, by patching modules in with the patch cord into the main CV or gate jack on the front of the module causes you to you disconnect the module from listening to the bus. Not all the modules that could in theory follow the signals on the bus actually do. It's mostly your more basic modules like VCOs and ADSRs. You can find out which do by simply seeing if your ADSR lights up when MIDI comes in or your VCO changes pitch if you only connect the audio out to your mixer and no cable to your CV in. Typically you just patch your module normally and there is no need to worry but if your MIDI to CV is sending to the bus then you can save a few cables and still not worry.
The warning people mentioned that is dangerous is trying to install a second module that sends voltage to the bus on the same bus as another module doing that. Typically you have your MIDI to CV module doing the sending to the bus. The second not good for you module would have to be something like a second MIDI to CV converter that uses the bus or maybe the special Doepfer Bus Access module. It's not that likely that you will connect one of them since not so many modules send CV to the Bus but Doepfer wants you to know that you shouldn't do that so you don't do it by mistake and then something goes wrong. Not very many modules send signals to the bus and for better or worse not all modules that could pay attention to the bus actually do. It's an only sometimes utilized feature.
nick