concerning anything, it's always better to not use adapters. that being said, unless you use cheep ass adapters, once again concerning anything, you shouldn't have a problem. if the cable is going to come loose from the adapter then it would just as likely come loose from what the adapter is plugged into.
i assume you want to leave it all plugged in because you have it bundles that way in your bag, or something like that? if it's sitting around doing nothing, then it's no different than having the plug inserted. in other words it's keeping the dirt out and actually there is less chance of contamination that way, just like in a home system. on the other hand, if it's jostling around in a bag, putting pressure on the connections then you are more apt to have either a conection fail or the cable itself.
i'm sure i didn't have to write all that out since it's nothing more than common sense, but if you're worried about set up time, just make sure to get to the venue early enough that that isn't an issue. i can still set up in < 5min with a completely broken down rig and i'm out of practice. it takes me 1/2 hr or more to break down but then i'm never in a hurry at that point.