I am pretty new with Matillion (on Redshift) and I wasn't able to find online an answer to my doubt.
I have seen that it is possible to connect multiple outputs to a lot of components without using the Replicate one. So, why is the Replicate component needed?
Is it a matter of performance or there could be issues/cons in connecting multiple outputs to components without it (I hope this is not the case as I don't know why, if so, this wouldn't be inhibited automatically).
You're right -- I think the Replicate component is now unnecessary. I think there was a time in older versions where you couldn't have multiple outputs from a component, in a Transformation job; and at that time, it was necessary to use the Replicate component for this purpose. But at some point, they enabled multiple outputs as a new feature.
We never use the Replicate component. I imagine it could now be considered "obsolete," but Matillion probably leaves it in there to avoid breaking jobs that customers created before the "multiple outputs feature."