By slip fit, I mean any connection that can be removed without tools or soldering. The two pieces of conductor are pressed together by the springiness of the metal and plastic of the connector, and if there is any contamination, and / or if that joint is subject to currents beyond what it can safely pass, heat will build up at the point where the two conductors touch, causing plastic deformation and the metal will lose it's springiness, causing further issues with conductivity and heat buildup. It's a vicious cycle.
You want to keep those type of connections at an absolute minimum number, which ideally would be only at the drive itself. There is a reason true server grade PSU's aren't typically modular, it's one less failure point.
Locking tabs are good, it keeps the connection from sliding off, but it doesn't really help with the core issue of passing the current. The reason SATA connectors are so bad is that they typically use just a thin springy wire in the female end and a flat finger of metal for the pin to slide against. The contact patch is tiny, and if the wire loses its springiness it's going to push with less force. The 4 pin and modular PSU connections are a round pin and sleeve design, where the surface area to pass current is MUCH larger.