This part of the wizard is only seen when you process a file for printing. When selected, this provides a visual reference to hotspot or "jump text" in the document itself using the strikethrough formatting shown on the wizard dialog sample images.
Generally speaking, this option should be selected only if you or a group of Help to RTF users are the prime users of the printed document. Strikethrough text is usually meant to be ignored by the user, and distribution of a document with a large number of "struck edits" may produce confusion among users or be interpreted as sloppy documentation.
Since most quality helpfiles and Viewer titles reference hotspotted text as keywords which can be included in the index, you should not need this option very often if ever.