After the reset the uC will be ready to connect either thru SWD or JTAG, is all up to your debugger (as all pins will be in the default config), but when your application reconfigure one of the IOs used by the debug interface you loose the hability to connect to the core thru this interface.
If you dont use any of the SWD pins (CLK and DIO) you will be able to connect to your target at any time without even reseting the uC, as these pins will be ready to connect at any time
but, if you reconfigured one of these pins to, for example, read a pushbutton, you will need to reset the target and connect to it before your code runs, in this case you will need to add to the debug interface the connection to the RESET pin, so the debugger resets the target and connect to it right after.
(and obviously, you cannot push the button during debug)
thats why is always useful to add the RESET to the debugger connection