The Safety Strap is used to connect the collar to the harness, or the collar to the leash. This way you're still using the harness to walk your dog, but in the event he wiggles out of his harness or it breaks, the leash is still connected to the collar. The safety strap is great for all dogs, but especially new rescues, nervous dogs and young dogs.
The strap should be removed during playing and swimming to avoid any tangled limbs. The Safety Strap can only perform its intended function if your dog's collar is fitted properly. They're strong, but intended to be used with constant pressure.