There will unavoidably be some contact points with your cables that will rub.
It takes 5 minutes extra to conduit the cables when installing the winch and could potentially save you hours lately troubleshooting/reinstalling it if a cable rubs through and shorts.
Or worse fails when you really need it, leaving you stranded for who knows how long.
If it's worth doing, it's worth doing properly
See you on the firing line.