Can someone please explain me this? And does it require some parameters, because it seemed that my DNS provider had some sort of evaluation of my NS aliases (ns1.gigatron.dk)… Why is it prefered to have these NS aliases at all? I don’t get it 
It’s not strictly necessary, and the instructions should say that you don’t have to do it. If it’s not clear, let me know where I can improve it.
But it is recommended because it’s considerably easier to let the box do it than for you to set SPF, DKIM, DMARC, and, if you enable DNSSEC, then a whole bunch of other records.
If there was a problem doing it the recommended way, please post more about that and I can try to help.
FWIW; I use MIAB with my Google Domains DNS server.