FIPS: What goes in never comes out!

Hi, please advise, your article states "a prompt to enter a Security Officer Password as well as the security domain. These are two things that you DO NOT want to lose." Then later it says "When you initialize them, you MUST use the same security domain (case sensitive)." It is my understanding that the SO password can be different on each HSM as long as the Security Domain is the same. I would have thought this would mean you could make a random sequence of numbers and letters up for the SO password and then do not store it anywhere? Have I misunderstood something?