I'm guessing you're using WEU or UMSWE. The "advanced" triggers don't necessarily correlate to JASS natives--PitzerMike would implement functions that the GUI action would call. So it is kinda like having a JASS system implemented into your map, with the convenience of having a GUI interface.
I don't remember the implementations he used. The only concerning thing is that he may have used the return bug (which would cause the map to be unopenable in current patches). But as long as your map runs fine, I guess there is no harm in using them (other people won't be able to open your map unless they have WEU though). Don't quote me on this though--this info is just coming from a distant, vague memory. I haven't used WEU since 2007 so I can't be sure.
As for your question, yes--in that case it will enter a string into the table. It should be okay. I'd only worry about string leaks if you were periodically creating a ton of strings i.e. some maps have a timer that records how long you have played and display it as a string in a multiboard. Some people include milliseconds, so you actually end up creating hundreds of strings over time.
That can make a difference if your map is played long enough.
Is this no longer a thing? I use them all the time but I can see how a JASS user might not have much use for them.
Heheh, I could see some use for it. But yeah, it isn't really a thing anymore since we have indexing systems. Here is an example of one:
http://www.hiveworkshop.com/forums/spells-569/gui-unit-indexer-1-2-0-2-a-197329/
When a unit enters the map, he is assigned a custom value that is unique. This allows you to store data representing a unit within an array (it is pretty convenient). You just slap the trigger into your map, and then those advanced triggers could be supplemented with:
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Set String[(Custom value of <Unit>)] = "Hello world!"
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Set Boolean[(Custom value of <Unit>)] = True
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Set Real[(Custom value of <Unit>)] = 1.00
That is the magic of indexing systems. In fact, you can "attach" data of any type to any unit. Pretty cool, huh?