The end loop of your standard nylon daisy is rated for higher strength than the individual pockets. If you are always clipped into to the end loop it acts as the primary point of strength if the pockets fail during a static fall.
If you are clipped into a pocket, you are still clipped into the entire loop. When the individual pockets break, it's not the nylon that breaks but the stitching. Being clipped at the end as well as at the pocket doesn't put you in any different situation than just being clipped at a pocket.
The dangerous thing is when the end and the pocket are both clipped by the same biner. Then if the stitching breaks the biner can end up attached to nothing.
In reply to:
Now, there are new daisy chain models out there that have every pocket rated at full strength. Still, it's a good practice.
Really? I don't think this is true. The design of a daisy chain means that if you are weighting a pocket, you are pulling apart the bar tacks one at a time instead of pulling on all of them together. You must be getting confused with the PAS, or home made knotted webbing.