Like you, I was taught not to. By crimping ferrules you are reducing the diameter therefore carrying capacity of the cable. By pulling the cable through the pipe, bends, elbows and all, you are placing the joint under strain, creating a weak spot. By having a joint you are compromising the integrity of the wire and the insulation. Have you ever worked on an old installation and see the green muck that sometimes forms on the cable? Do you think heat-shrink will prevent this? If you are happy after considering all this, then by all means make the joint in the conduit but, as you can tell, I would neither do nor recommend it.