This is not really true. The manual suggests you do this as general good practice. This makes sure your main camera is in good focus. While you have the bright star in the main camera field of view you should also make sure your guide camera has good focus. You can focus the main camera manually if you want. I expect your guide camera can only be focused manually.
None of this is doing any kind of calibration for SGP and is not a prerequisite for running a sequence, it is merely making sure your cameras have good focus. If your guide camera does not have good focus then PHD2 is likely not to be able to start guiding because it cannot locate a guide star.
I would suggest you make sure that PHD2 can successfully start and continue guiding totally independent of SGP. Just point your scope somewhere that is not North, connect in PHD2 to your guide camera and your mount, and start guiding. This will confirm that PHD2 and the relevant hardware (scope and guide camera) are working together. My guess is you might find this is where the problem is and has nothing to do with SGP. After getting PHD2 guiding successfully, then run your SGP sequence.
If you refer to both the SGP log and the PHD2 log they will give you a specific clue as to what the problem is.