They supply the camera with power, and with the signal that controls manual control tilt. They run from the three contacts you see on the camera mount (the "hotshoe") down to the gimbal board. This makes putting the camera on and taking it off slightly more convenient because you don't have to plug the camera into the Q500. That's the benefit of the three black wires.
The down side of the three black wires is that it is common for the rubber dampers to get pulled out by relatively minor mishaps. The wires then get yanked off the gimbal board, often causing damage to the board. If the board survives the initial event, it is often damaged when the operator powers the camera up using the pigtail without securing the remains of the wires.
Some folks try to avoid the damage by anchoring wires between the board and the hot shoe contacts. I've seen tie wraps, knots, small clamps. All work to an extent. This helps avoid damage to the board during the initial event, but does not remove the concern of subsequent damage if the wires are not repaired or properly secured prior to using the pigtail.
Folks think that if the wires are pulled off the contact board, they are no longer powered up. That is wrong. The gimbal board ends of the wires are traced to the same places as the wires from the pigtail. If the wires are still attached to the gimbal board, they are energized by the pigtail. If they are still connected to the hot shoe, they are still powered by the hotshoe. If they are broken somewhere in the middle, they are powered from both ends when you power up from the pigtail. (Powered from both ends is what can happen if you secured the wires via one of the anchor methods.)
This is a matter of personal preference. If the convenience of the hotshoe outweighs the risk of damage to you, then leave as is, and try not to crash. I prefer to remove the wires. Like many folks, I store the drone with the camera mounted anyway. And I have had to repair or replace enough damaged cameras.