Payment Method in Shopify Settings lets you group Payments created from incoming Shopify Orders so they are easy to see, sort, and select as a group in the Deposit tool.
Big Business users who enable Shopify Connect have usually been entering manually and already have a Payment Method associated with Shopify for this purpose, so it is simply a matter of selecting in the Shopify Settings to have automated entries match.
Note that mapping to Payment Method in your Shopify Mapping will overwrite this.