The battery box has capacitors in the signal path past the battery which block the DC provided by the battery box to power the mics. Those same capacitors also block the PIP DC provided by the recorder from reaching the battery or microphones. Shouldn't really matter if you can't find a way to turn it off.
What may matter is the impedance of the attenuation cable and how that interacts with the output impedance of the microphones through the batterybox. Depends on the particulars of both the cable and the microphones, but in some cases could create a filter which produces an unflat response. Listen for a change in high frequency response when using the cable. That's less likely to be an issue if using that attenuation cable with a preamp or soundboard input. Someone more electrically astute will have to explain this in detail, as it is reaching the limits of my electronics explanation comfort zone.