I contacted Autometer about a lengthier cable. He said it isn't possible as the gauge is calibrated for the length provided with every gauge they send.
Maybe he just didn't know what he's talking about. I don't think it would matter on a electrical gauge like that, as temp is read by the sensor and transmitted to the gauge.
Changing the length of the wire does effect the zero deflection of the gauge reading to not be calibrated to the sensor output. This is usually only a big concern if it was a critical gauge used for monitoring critical equipment. But like trentell said, it won't effect it by much, if any, but it is the amount of milliamps passed to the gauge and so resistance is a big factor especially if it is a thermocouple. You should be ok though.