ORIGINAL: Rodney
The biggest problem with extensions is that, after a time, if the connector is in a place not frequently mated/demated, corrosion slowly builds up and causes intermittent operation. It is always more reliable in those cases to solder in an extension.
Have you had a failure due to connector corrosion? I never have. I would expect to see this type of failures telegraphed with intermitent; or, "jittery" servo operation. Lets not forget that every channel in use, has to go through at least one of these types of connections at the receiver. Also, these terminals are generally plated with materials very resistant to corrosion and the locations the connections are contained in (the wing; or, fuselage) are not very caustic environments!
You want to solder these connections have at'r. But, as long as my connections stay connected, I think there is about the same amount of risk using either type of connection!