*Ideally* you'd want the sub grounds to be exactly the same as the other output grounds - so splicing into the loom would achieve this. If you didn't do this then there might be some potential for a ground loop. However, without knowing what the sub board schematic is, I can't say for sure. I would expect that Maczool has done a good design job on the board and that the sub out ground is distinct from the digital ground but you should check.
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