OK, this might seem a daft question, but when does that stop me

Another trading site forum I frequent has people saying that they always extract the FLAC/SHN/whatever to WAV before burning an audio CD with it (as opposed to, say, using the Nero FLAC or SHN plugins). One post in particular says "too many problems" can occur burning direct from the compressed files - however no-one has clarified exactly what those problems were! So, tapping into the amazing range of tech knowledge here - is there anything wrong with burning from lossless files, and any particular pitfalls to be aware of? Obviously, I keep the FLACs/SHNs on DVD-R for future trades. I'm mostly using the appropriate plugins for decoding SHN, FLAC and APE from cd-rw.org for Nero 5.5.26 under Win 2K SP4.
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