A lot of the last question, a little of the previous one. The adapter is a huge 4-to-1 adapter that's carrying a lot of juice. The only adapters I've seen like this are the likes of SAS to SATA, and those don't have a lot of electricity running through them.
Please note that this is a hypothetical, but very possible
You have this 4-to-1 adapter in a case, and it takes up a lot of space. You have $1600 to buy a GPU, you lay out the cables, and now you want to tuck them in so that your GPU looks pretty with that clear-sided PC case you bought. 4 PEG cables is a lot of tucking. Doing things like tucking in the cable, moving it around even by plugging in one of the 4 PEG connectors, etc can loosen it. Okay, you laid out the 5 cables (4 PEG + adapter), and now you need to route and tuck in other cables. Did you un-tuck or loosen one of the GPU cables without knowing it? "The card is running as far as I can tell, so nothing wrong here!"
If you have a tight fit and a non-clear window case, did you shove the side panel on? I've done this... and now I'll be getting full ATX cases from now on.
I knew a guy building a PC, took shortcuts even though it had an expensive CPU (the CPU was over $400) and had this "Ahhh, it's fine..." attitude. If it were a budget CPU, maybe. If you are loading it with mid-tier to premium components, yeah, you shouldn't mess around as much.