The product you link to does NOT connect 2 power supplies in parallel.
You add a second power supply to pick up particular peripherals, and this product enables that by using the +5/+12 connector from the main supply to turn on the second power supply. You then use the Molex and SATA connectors to power peripherals such as disk drives or graphics cards.
I'd almost say this product uses deceptive advertising since they have you plug in the second power supplies motherboard connector to their board, but I'd guarantee that they do not connect back to the first power supply. If you think about it for more than a moment you will understand that the power would have to flow back to the first power supply over the Molex connector!!
If you watch their videos they carefully do not explain anything other than the first power supply turning on the second. And in their final video they show the 12 V supplies being at different voltage levels....which would be impossible if they were in fact paralleled.
I'd suggest the product is quite safe to use since it's NOT paralleling the power supplies.
PS: There was just a couple of years ago many Auxiliary power supplies that worked in exactly the same way, they fitted in a 5.25" disk drive slot. You can't find them anymore....and they were great value.