Understood.
I now remember where I had stumbled upon this idea in the first place, it goes back to a few years back when it was found out that some older OS/SSL library/software combinations only had 1024 bits DH parameters, and you had to explicitly have said software load manually generated parameters to work around this.
I now understand that HAproxy is completely unaffected by this because it has its own set of parameter files for whatever size you might require.
Though, in that regard then, the HAproxy documentation stating the following is a bit misguiding :
Custom parameters are known to be more secure and therefore their use is recommended.
Custom DH parameters may be generated by using the OpenSSL command "openssl dhparam <size>", where size should be at least 2048, as 1024-bit DH parameters should not be considered secure anymore.
Sorry for the trouble, and thanks for your patient explanation.