Installing the resistor will allow you to alarm if the wire gets shorted.
Picture this scenario... Burglar gains access to the wire somehow, pulling the edge of the doorframe apart or whatever. Burglar creates a short by sticking a sewing needle or pin through both wires. Now he can kick in the door and not worry that it's an open circuit anymore because the switch is bypassed. By putting the resistor as close to the sensor as possible, he would have to short *above* the sensor, or know that the resistor is there, the location of the resistor, and the value of it.
It takes an extra 5 mins to put a resistor in, if that. And even though the probability of someone gaining access to the wire is low, at least you are protected if that actually happens. It can also tell you that there is a short or other wiring problem down the road in case something happens to your wire (mice chewing on it, a nail going through it, etc).
I'm just thinking about how I would go about burglarizing a house that had a security system, and I was sufficiently motivated to get in and not go on to the next house for some reason.
