At each contact interface there is the potential for corrosion, noise or resistance due to poor crimps, cheap Chinese contacts, loosening from thermal cycling etc. Best to limit contact interfaces in high current circuits. I have a PSU coming and some places say it has a 20+4 and others just say 24-pin. So I may have mine hanging off the end again like I did when I had a Zippy in my box. You can always tack the ATX plug and socket together with a dab of hot glue on every side (clean the shell with alcohol before hot-glueing) if you're worried about the plug coming out. Hot glue will peel right off when you need to unplug.
Some company has a patent (Taiwanese and maybe US too) on a 20+4 design, so a number of companies stopped using them rather than pay. Some models that would have had 20+4, now have a solid 24-pin shell. I don't know if that patent applies to just the common, slide apart type or all types. As I know there is at least one other type that just pops apart like pop beads.
.bh.