Your 10 way strip has all the sockets linked by solid busbars inside the strip. All the interconnections are mechanically protected by the plastic moulding. More importantly, there is a CE label affixed to the socket to tell you that the 10 sockets, in this format, have been tested for mechanical and electrical integrity and that the unit has met the standard. When you start to daisy chain, you are creating connections that as
@EVH has pointed out will increase your risk. It's not all about amps and volts. You now have a cable that is strewn from one strip to the other, and it doesn't have the same level of mechanical protection as a busbar encased in a plastic mould. If that cable is tucked under a carpet, then the current carrying capacity of that section of the circuit is now compromised and reduced due to the increased heat. If there is a fray at the stud of one of the plug pins, then the current carrying capacity of the cable has been compromised further. At no point during these fault conditions has the amount of watts you are consuming been increased or decreased, the risk is from the mechanical damage. These set ups can be in use 24/7 month after month, sometimes for years... and that's where deterioration starts to play a part, because the increased heat is starting to erode the insulation resistance properties of the cable and a vicious circle is in full flow.