I have been direct soldering for 20+ years and have never had a problem with the last to cells in a pack, as someone else said it may if you hold the soldering iron on to long.
The advantage though is minimal. Years ago when I started connectors were not what they are today. With the low resistance of a deans connector you will not be able to tell a differance.
The only reason I kept on direct soldering is that I feel I can lay the wires out a little shorter and cleaner looking but now that I have switched to lipos my soldering iron has gone into semi-retirement