The Boot from fuses functionality makes possible to read Boot_CFG fuses instead of the GPIO at booting time to configure the boot device. So for JTAG, it is not necessary to use that mode otherwise you decide not to use the boot_cfg gpio pins.
The image above suggests that to use JTAG protocol in CM7DAP we need to burn SWD fuse.
If you have more questions do not hesitate to ask me.
Best regards,
Omar