This diagram explains the issue somewhat:
http://kaitousa.com/KA31.htm

The tuner is a small plastic enclosure including the power switch, tuning dial, and the battery bay. It has a wire connected directly that is around 21 inches in length, and the tuner has a jack on the other side. The jack on the tuner is the same as the jack on the antenna, and a much longer wire goes between them.

The diagram on Kaito's site indicates that the shorter, directly-connected wire should make the connection to the radio (or optionally the short wire with the black and white clips), and the long wire should go between the tuner and the antenna.

This configuration allows the antenna to be hung wherever it will perform best, while positioning the tuner close to the radio for convenient operation.