The bad thing about method chaining is debugging a line that's in a chain. You can step INTO a line, but if you don't know which part of the chain is busted before hand, you have a lot of chaining in and out. If one does something like...

$x->y();
$x->z();
$x->moo();
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You're more likely to get an easier to diagnose report should something go odd. Also, it won't matter if y(), z() or moo() returned anything at all. It's a minor quibble that becomes defensive programming.