Since the computer only sees the devices plugged directly into the computer, we're thinking to add a message to clarify for users something like in the attached screenshot. The software doesn't know if the "other hand"/slave device is plugged into the master device until it has opened the connection to write to the master device. We could potentially "detect" the slave plugged into the master when the dialog first opens, but it would hang the devices for a second or two when the dialog first opens while it connects to the devices to detect. For now, this message may at least help clarify for users.
Previous 100 series KeyMouse Devices actually had a USB hub in each hand, so the cable between the left/right hands essentially caused the computer to see 2 separate devices. The new devices intentionally cause the computer to see 1 "device", and the cable connecting the 2 hands is technically a serial connection for the slave to relay data through the master to the computer. This is to avoid avoid a lot of compatibility and sync issues for the computer (particularly on Mac where pressing modifier keys on one keyboard will not affect keys pressed on another keyboard).