theory and reality often come into conflict in electronics.
When connecting thermocouple wires, you must be extremely careful in how you do it, for instance. When you make a connection, you essentially form another transducer in circuit. Now, usually you can get away with it unless your connection happens to be in a hot location. in that case, your temperature readings will go to hell in a short order.
As for causing problems in the wiring harness: when you alter the conductor in any way, you are also changing its resistance and capacitance. Now, normally a circuit is not particularly sensitive to these changes, but if it is, then it is.
The most usually agreed best way to terminate any connection is with solder and shrink wrap. It gives you the best physical and electrical properties.