Video signals are made up of high-speed pulses, similar to
DMX-512 lighting control only much, much faster. As with DMX-512, the cable impedance must be matched to avoid reflections. With DMX-512, reflections can cause lights to misbehave sporadically. With video, reflections can cause ghost images and weak, snowy pictures.
Reflections are generated any time the impedance of the cable changes. Splices, in particular, are likely to have a different impedance from the rest of the cable. It doesn't matter whether you actually splice the cable or use a double-female "barrel" connector to put two cables together, it creates an impedance discontinuity. Building a long cable out of several shorter cables isn't a really good idea, though if you can put up with ghosts and snow in the picture, it is probably the cheapest way to go.