Cost of the extra wire, for one. The necessity of running two large guage wires through your firewall rather than one is another. Extra time spent running all that extra wire for third.
Some will argue that the wire will have more resistence than your vehicle's chassis. But I've seen reports that suggest otherwise, so I'm not going to list that as a valid reason one way or the other.
If your battery is in the trunk, no reason at all not to do it.