HillRider said: "I see no reason a quill stem adjustent would have any effect on a threaded headset adjustment. The stem causes no longitudinal thrust on the steerer, just a radial load and the expander is (or better be) well below the upper headset race and well above the lower one. How can it make any difference?"
All I can offer is the specific advice in the Campy Super Record HS and latest Record HS instructions. They indicate: SR, "Only when you have fitted the handlebar stem to the frame, adjust the headset." And Record, "Adjustment: Fit the handlebar stem before adjusting bearings, so as to avoid any change in adjustment due to deformation of the steerer column."
Tightening the stem wedge causes a small deformation and consequential shortening of the steerer column, resulting in an unintended additional compression on the HS bearings. They probably have enough experience in these matters to include this step in the HS install and adjustment procedure.