Brewers Hardware responded to me on this question with great detail. It was much appreciated by me and I will sum it up here in case others want to know.
They say the purpose is to promote convection currents. Ideally a ferment is temp controlled by the sidewalk jackets alone. This allows the colder upper level to fall towards the cone creating the current effect. If the cone jacket is used simultaneously the convection effect is lost. The conical jacket would be used for cold crashing or getting down to pitching temp. So in a proper setup, while there is only one thermowell in smaller systems, two separately controlled lines would need to feed the conicals jackets.
Brewers Hardware stated they feel the convection effect is going to maximize in larger conicals, stating the 30 gallon to 1 barrel size they offer to be better suited for the effect.