There are three speaker level wiring options that I can think of.
Cables from Amp to Speakers, then to Sub.
Cables from Amp to Sub, then to Speakers.
Cables from Amp to Speakers, and separate cables from Amp to Sub.
While I am not currently running a sub, option 3 would be my preference as I feel it would have the least impact on the signal going to the speakers and you could use an entirely different cable, perhaps much cheaper, for the connection to the sub. Putting both loads on the amplifier terminals gives the amp a better chance of fully controlling the load.
My second choice would be option 1. This would give the same signal path to the speakers, but put the load of the connection to the sub at the speaker terminals, possibly degrading the signal quality at the speaker terminals, even if only slightly.
Option 2 would be my last choice, as in almost all cases it would be the longest cable path to the speakers (the greatest and most critical load) as well as an additional set of connectors to possibly degrade the quality of the connection.
Just the thoughts of one techie…