I think the note refers to the Best practices, recommendations, and precautions (for software upgrade) paragraph on Aruba 2530 Basic Operation Guide for Software Version 16.08 (see here, page 147).
IMHO - provided that you do backup of running configuration and follow other recommendations - then you can perform the ugrade from YA.16.01 to YA.16.08 directly (one step) considering that also BootROM will be probably updated (if necessary: as example if it is older/earlier than actual YA.15.20...and probably your switches have the YA.15.17): this requires the switch to automatically reboot twice (first for BootROM upgrade, then for Software upgrade).