I installed mine quiet a while ago. So i may be fuzzy.
I believe there was a reason to tap into the wire at the ECU and it had to do with if your splicing to low it may interfere with the readings and throw them off a bit.
I believe the wires at the O2 are shielded, and if you splice in a standard wire for the gauge the static it picks up could transmit to the sensor and throw the readings off..
Again I might be talking out of my butt so I suggest you search for an old post. I may have been cropped.