The magnets can activate the "Authorize" and "Over-rise" sounds of the DX Progrise Keys which can then allow the longer henshin sound of the DX Progrise key to be played.
Quick Modification
Can also do a more permanent modification by hot-gluing the magnets in. Can even sort of activate the finishing move sound. Original playing functions of the DX Progrise Keys interacting with the DX Attache Arrow is not affected, as long as you don't press the little top button at the DX Progrise Key before inserting it into the slot.