The piano wire would be one step in the process to get to parallel. There are different ways to get to parallel. One is to mount one rail, and mount a temporary piece across the bearing blocks that would give you a fixed width, and then mount the second rail. This is the least preferred of the various mounting methods, from what I've read. The wire would help ensure that you got the first rail on in a perfectly straight line. The preferred method is to reference the rails against a milled edge.
Of course, the piano wire could be used to reference for straightness, flatness and probably other things I haven't considered.
I haven't mentioned it before, but linear rails/bearing blocks have a slightly looser height tolerance (level) that for parallel. One spec I looked at indicated for 30mm rails the permissible level deviation was almost.0067". That's a lot looser than .0015" or so, it's all relative. .0067" is still a pretty small measurement.
Anyway, the idea of using a plate that wasn't milled, and was shimmed, would still need to meet a .0067" tolerance standard. Something to think about. This is probably why some favor milling and be done with it. The other sorts of fixes all have the potential of introducing a new problem. Feels kind of like beating one's head against the wall. Maybe, all this is why the CNC Router Parts 80/20 pro kits are so popular. They too use linear rails. The pieces can be cut accurately. The extrusions are manufactured to very close tolerances. The downside is you lose rigidity. Many, if not most, of us were attracted to the Saturn 2's promise of rigidity, not to mention jig welding, stress relief, etc.
Gary