[Zeke]

If a light fixture has a knock out like a box, then you can run cable into a cable clamp on the backside of a fixture that has enough room in the canopy or the box in the case of an elongated fixture and make up the wires inside the fixture. The only reason this is not a good idea is the next guy might not have the fixture needed with enough volume for the wires.

Same principle as wire fill requirements. The light fixture must have a solid back, not open.