Electrical stability is critical for the longer term reliability of your bike. Connectors, switches, fuses, breaks in a wire all add to instability. If you have a need to disconnect a wire in the future, then use a connector. For example, there is a wire running from your turn signal switch back to you rear turn signal indicator lights. Maybe in the future you would like to disconnect these rear indicators in order to do maintenance. In this case having a connector is a benefit, but this adds maintenance and a very little bit of instability to your bike.
If you do not need to disconnect a wire, then I solder and heat shrink. Done well, a solder joint will provide almost the same reliability as a wire that was never cut. A soldered connection is very strong. Getting back to your turn signal wire from the front to the back of your bike. A single connector at the rear of the bike may be a worthwhile addition, especially of you need to swap out your rear lights in the future. Still, you really do not need 4 connectors for this single wire. Solder and heat shrink the other three, as this will add reliability to your electrical system.
Connectors are prone to fail. Yes, there are really reliable connectors out there, but the vast majority sold to regular guys are not great quality. Solder and heat shrink, if done well, is less prone to fail than a crimp connector. Unless you see a benefit for a connector I always opt for solder. Soldering is not difficult. I taught my 6yo to do a reliable solder and heat shrink connection. If he can do it, so can you. Soldering is also less expensive than crimp connectors, in the long run.