This is a legacy recommendation. The docs (including product texts) are being updated little by little.
The defaults are the recommended settings now (manage all processes).
If you do have a PC with multiple simultaneous users (a Terminal Server), then *maybe* you would want to select the manage only current user processes, depending on how you start the core engine (as a service or for each user), but that is an edge case.
For home/workstations (normal) Windows PC installations, ignore the above sentence. Go with the defaults.
EDIT: I am adjusting that tooltip in a coming build.