When using a power conditioner, why is it advised to run amps directly to the wall?

That is an MOC1500 power control center. 

S**t!  I’ll try again. MPC1500. 

Power conditioners restrict current in some way. I have even tried a couple power conditioners ’just for amps". The degradation in sound quality has been instantly obvious to me.

Now, in a home theater, it may not be as obvious. I find that being distracted by the video makes me far less sensitive to sonic nuance. 

You’ll see this advice from a number of fire departments as well.  Don’t daisy chain power cords/strips and in some cases like space heaters or wall AC units, don’t use an extension at all.

The main reason for that is fire safety.  Lots of cheap extension cords don’t have a fuse at all, and are only good for a few hundred watts so it’s quite possible to overload it and the first you’ll know is the fire caused by melting wire.  You actually can do this safely but ONLY if your multiple extensions have built-in breakers or you are sure the wire gauge is greater than needed for the AC breaker in the panel.  Steps most casual home dwellers never pay attention to.  They need heat near their desk or dinning room table, out comes the $4.95 power cord and a few hours later they are homeless.