Some explanation of how the SNS lines work:
Pins 3 and 6, being Sense lines should be extended as close to the sensor as possible. These lines allow the DAQ to measure the excitation voltage very accurately through a high-impedance circuit that is not carrying any current, and then adjust the excitation to compensate for any line loss and resistance change due to temperature fluctuations, further increasing the signal accuracy.
The Sns connectors need to be connected to the excitation connectors manually because the sense connectors are used to regulate the excitation voltage. If the sense isn't connected to the excitation, they will have a bigger noise on the excitation.
Our EXC accuracy is specified with SNS lines correctly connected to the EXC lines at point of load. Sense amplifier is an vital and important part of the EXC voltage regulation. It forms a feedback loop for correct EXC voltage regulation.
Note that in all of our schematics and manuals, we try to be as clear as possible that SNS and EXC shall be connected at all times.
Sense lines should be connected to the point of load where the correct EXC voltage is required. The sense will correct EXC voltage at the amplifier that cable voltage drop error is rejected. In case of DMM and reasonably short connections with Hi-Z load, it makes little or no difference if SNS is connected to EXC near the amplifier.