It would be a little long to explain, but in a nutshell it's like this: batteries are rated according to their capacity in amps/hour. If a battery is 10 a/h means that it would take one hour to discharge at a constant draw of 10 A. So, 2 hours at 5 amps or .5 hours at 20 amps. It doesn't follow a proportional relationship but let's just assume it is like this.
General rule of thumb says that, to charge a battery, it should be charged during 14 hours at C/10. This is, a 10 A/h should be charged during one hour at 1 amp charging current. To do this you use a current power supply, similar to a voltage power supply but you can limit the maximum current, or even fixing it. The device will adjust the output voltage depending on the load, so the current draw will be always 1 amp (or whatever it should be). This is what is called "cyclical use".
Then you have the "stationary use", in which you need the battery fully loaded all the time. To do this you just use a voltage power supply, in such a way that the voltage per cell is -if memory serves me- about 1.4 volts. A cell is 1.2 volts. A 12V battery is composed of 12 cells, so the total voltage is 14.4 volts. Long story short, if you apply a power supply with the same voltage, the voltage difference will be zero so there will be no current. But using a slightly higher loading device it will draw a small current, enough to keep the battery charged without overheating it. That's what the alternator does.
So, if the battery tender is a voltage supply, you don't need to remove the leads, as it would be the same as if you are connecting another battery in parallel. If it is a current supply, it will try to generate the same current regardless of the load, so if you don't remove the leads , part of the current will go to the battery and the rest to the bike circuitry. I assume that the tender is a voltage source; I've never seen such a device in Spain; we only have "battery chargers" though they consist in general in a transformer and a rectifier diode...
Raul