Ok, here is my report after adding power to this connector:
Fist and foremost, a BIG thank you to antizax, who has made my day.
After adding this so called "optional" power source to my SR2 mobo, my PC is not recognizable. While it has been a super PC from day one, with incredible power, it has at the same time been "something" with everything that has to do with USB. USB 2, USB 3 - everything. I have a wireless keyboard and a wireless mouse, and the keyboard has been so flaky that it at times has been almost unusable. I got a USB extension cord, putting the radio sender 1 inch from the keyboard, it helped - a little.
After booting, and after the Windows welcome screen appeared, I often had to wait 1,2 and even 3 minutes before the PC responded to any keyboard or mouse activity. When at last responding, I had tons of strange typos, when letters I typed would come out in the wrong order. All of this is gone now. And the USB 3 external harddisk works as designed.
This "optional" power supply is a MUST - a big MUST
The next thing I now will try, is my PCIe sound card which I had to ditch, maybe this one also will work now..
Again - do add power to this connection, all of you! And thank you again, all of you helping me with this