Signal degradation or power loss concerns?
There is always signal/power loss when A/V is run through a junction point. It is measurable, and it tend to be 'consistent' so that you have expected and repeatable results.
Now, is the amount of loss noticeable? Of course that depends on the original signal, the number of junctions and the quality which the final device is capable of reproducing.
More and more in our digital world, the junction points are not as significant as they used to be, but also can be far more significant. A long run HDMI cable, for example, really needs a point to point connection for best results. A HDMI coupler at the wall with a lower quality cable outside the wall can often destroy a connection. So, it is important for people to be well aware of this fact. I personally tend to run wiring directly through the wall to my speakers if I can make it work aesthetically. In my family room, for example, I cut a slit in my carpet and ran the speaker wire directly into the speaker connection on the bottom of the speaker. No visible wires.
But, this isn't always feasible, or convenient for many, and there is a good chance that if the signal makes it to the final destination point, that it will look and sound just great.
In a GOOD dedicated space, I would almost always run wiring straight to components just to ensure that there is zero added loss into the audio or video pathways.