Never a good idea to have connections between the motor and ESC. Worse case scenario, the contacts between the plugs isnt good, creating a point contact, which results in high resistance which may heat up the connector to the point where melted the solder and the entire connection coming loose. Even if the connection is secure enough for good electrical connection, theres still a potential that they unplug itself in a crash or whatever. Unless you cant avoid it, always direct solder.

But if you want to swap out motors easier in between classes, having a connectors would definitely help. Just make sure that theres plenty of contact between the plugs and make sure your wires arent so long that they can be easily tugged, unplugging the connection