Hello.........Before I bought a couple MIDI thru boxes I used to chain together several synths. Uncle Dave is correct.........if you don't hear a problem it ISN"T there!
What I did notice when daisy-chaining was the order in how they were linked. I had to swap things around to get the best response. The only problems I experienced wasn't in the live playing, but when trying to play the sequence thru the daisy-chain. I now use a Nexus 3 X 8 MIDI switcher which lets me use 3 different control keyboards without having to change the cables around. I can use up to 8 MIDI devices with it too. Works for me. I bought it used on eBay for around $20. Good luck.