Any issues with wiring lights directly to the battery?

Just got done installing my KC lights and I just realized that the harness and directions basically guided me to wire directly to the battery. It was easy that way, but are there issues with this? I'm not going to forget to turn off my KCs or anything, but is there a trickle drain or anything I should worry about since I didn't wire to switch power?

Photo:

 

do it the right way

 

I did it the right way, according to the instructions...

 

whats the right way?

 

use a relay and protect the circuit with a fuse.

 

If you used the kc harness, you should be to the battery, with a relay and switches involved. If you followed directions you should be ok

 

Apparently it's lighting a banana on fire.

 

Yep, did all that. Good lookin' out. I guess the question really is: is there a benefit to wiring to switch power rather than directly to the battery, other than creating a failsafe where it's impossible to leave your lights on when you take your keys?