You are technically supposed to plug the molex into two separate lines from the PSU, not just plug two daisy-chained molex plugs. Count the wires. If you had a designated 6 pin plug then you would have 6 wires running all the way back to the PSU. One molex is only 4 wires (of which only one is a +12V and two are ground). A 6 pin pcie has three +12V and two or three grounds depending on the manufacturer. If you take a shortcut and simply plug two daisy chained molex plugs into the adapter then in reality you are only feeding the pcie plug with a single +12V and two ground conductors... which could possible load the conductors with too much amperage.
In reality... I haven't had an issue with it, but I am an electrician and have a better understanding than most when it comes to conductor ampacity. I recommend you use separate circuits that run all the way back to the PSU unless you are confident of how you are loading the conductors.
EDIT: tried to correct myself, but my memory is too fuzzy.