Advantage? Depends on your specific setup & requirements I suppose, myself I run my Red/s all via Ethernet, it's just what I do.
I am afraid of losing communication with the box
As suggested then go back over those relevant sections of the setup, decide if DHCP or Fixed IP or Ethernet/Wi-Fi best suits your requirements.
Before you got all connected to WU, CWOP maybe you should have become more acquainted with the setup, config, options etc