I have tried mine both ways, and I found no difference in handling or throttle response. Mileage did improve slightly with the cable under the fuel injector cover, but I believe that was due to improved airflow.
Honestly, I think one person got lazy or distracted and forgot to put it under the cover, and every mechanic after that thought that was how it was supposed to be. Mine is under the cover like Dr. Porsche intended, which also keeps it out of the way of the top brace.