When working with calibrated HP and similar RF test gear for professional use it is very important that the calibration be maintained right up to the connectors (and beyond). The manufacturer is being very clear in their warning that after a certain number of connect/disconnect cycles, the RF connection is worn and should be considered a weak point in the calibration chain.
Interestingly, the more professional and expensive a piece of RF test equipment is, the less mating cycles you are likely to see stated. This reflects the manufacturers accute awareness of the vulnerability caused by mechanical connectors and risk of calibration errors due to connector losses.
In many professional RF labs you will see equipment fitted with sacraficial connectors that are scrapped after a certain number of mating cycles. The sacraficial connectors look like some sort of extension as they are male to female. Quality sacraficial connectors are expensive but cheaper than replacing the main RF connector on a piece of expensive RF test kit.
The SMA connector is commonly used as a constant impedance mechanical coupling and the small size of the pin and screw fitting makes them quite fragile and liable to relatively rapid wear if regularly uncoupled and recoupled.
In a less damanding lab or hobby environment users can normally consider the connector life to be very long and of no geat importance unless damage is visable. That is the big difference between professional RF test & calibration labs and the simple production or repair workshop environments.
A warning... if you buy a cheap Far Eastern produced SMA connector it will likely disappoint if you require very high performance. It is not unusual to spend GBP25 to GBP50 on a professional SMA connector for 18GHz. Far Eastern SMA connectors are fine for non demanding work below 5GHz but watch out for the gold plating peeling off of the SMA centre pin as that leaves swarf in you expensive test equipments RF socket ! Been there done that