The author seems to think that begin and end statements seem to do something in stored procedures where they do not.
You can put a begin and end statement around whatever you like, but it wont stop the batch from continuing on to what comes next.
You also don't even need a GO statement in order to create a stored procedure. The authors seems to have totally missed the purpose of the GO statement.
Did you know, that SQL Server doesn't even understand a GO statement. It is not transact SQL!
Hope this helps.