By all means - USE THE ADAPTER! You absolutely do not want to cut that cable and put a different connector on it, particularly if it is not absolutely a 75 ohm BNC.
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Have XLO do the re-termination for and the Oyaide BNC is a very good connector. If your system is sufficiently resolving, you'll definitely hear the deleterious effects of the adapter. My experience with the Cardas xlr-to-rca adapters showed them to obscure detail and muddy up the soundstage with less precise/indistinct images.