Sirius cigarette lighter adapter issue?

I recently purchased a Sirius Starmate 5, and I'm in the process of installing it in my car (using the FM Direct Adapter). I've noticed though that the cigarette lighter adapter is a little bulky and gets in my way quite often. It states specifically in the manual that you shouldn't direct wire the radio to the vehicle's power system, but it doesn't tell why. The only special thing I can see about the cigarette lighter adapter is that it's got a fuse in it. So, if I direct wire the radio to the vehicle's power system using an inline fuse, will I be OK, or will I wreck the radio completely?