It has to do with car key fobs. While you charge your Apple Pencil 2 on your iPad Pro, you might have trouble unlocking your car with a fob. It’s a type of signal interference and Apple says just remove the pencil from the iPad, or keep your iPad away from the key fob.
If you’re charging your Apple Pencil (2nd generation) with your iPad Pro and your car’s keyless entry device (key fob) is nearby, signal interference might prevent you from unlocking your car with your key fob. If this happens, you can simply move your iPad Pro away from the key fob or remove your Apple Pencil from your iPad Pro and store it separately. When Apple Pencil is finished charging, any resulting signal interference will cease.
It seems to only be an issue if the pencil is charging. If it’s fully charged and just attached to the iPad Pro, there shouldn’t be an issue.