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In Hamilton-Jacobi theory Hamilton's principal function $S$ is a function of $n+1$ constants. But we take one of the $n+1$ constants as an additive constant. I don't get this step?

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The HJ equation is a non-linear first-order PDE for $S$ in $(n+1)$ variables $(q^1, \ldots, q^n, t)$, but the PDE does not depend on $S$ directly, only its derivatives. Therefore one additive integration constant $S\to S+\alpha_{n+1}$ is trivial.

For more information, see also this related Phys.SE post.

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