ORIGINAL: hogflyer
Some people prefer to make them so they don't have the connector in the middle to come undone.
I'm with Hogflyer here. I prefer to solder in my own extensions for just this reason. Every connection point in a wire is another possible failure point. I try to eliminate as many of these connections as I can. But I will say this, if you're not 100% sure that you have good soldering skills then I would stay away from trying to make your own extensions. A poor solder joint is more dangerous than anything.
Ken