DGAT-path (gene) and KGG have similar type I error rates on average (~4.5%), while KGG shows a clear trend of increasing error rates with pathway sizes, which is likely due to an over-estimate of the significance of larger pathways, as large pathways tend to contain more SNPs (genes) in LD.
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Improving the detection of pathways in genome-wide association studies by combined effects of SNPs from Linkage Disequilibrium blocks.
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The sentences
Given that an extremely significant SNP should be interpreted differently from a marginally significant SNP, the consideration of all detailed P-values is preferable.