I’m connecting my sonoff R2 mini to my light. Because I couldn’t get the neutral wire that is connected to my light directly, I pulled a neutral wire from a power socket below. That means however that my light is now not exclusively connected to my sonoff, but still to it’s original neutral:
It’s not relevant as long as the two neutrals belong to the same L/N circuit. I assume it’s useful when you have the Sonoff close to the switch and are sending both phase and neutral up to the light (imagine a situation you’re installing a light where there’s not pre-existing fixture).
That said, you can connect it like you did (I actually have one such situation) again, assuming the neutrals belong to the same phase (otherwise you’ll likely blow up the R2).