What Jan said.
And if you pick up stitches and knit them it definitely won't weaken anything.
But if you have your heart set on integrating the straps into the cups, start from the bottom and when you get to the top knit to the place where you want a strap to be. Then, using another ball of yarn, just knit back and forth on 5 or so stitches until you have a strap. Bind off those stitches and cut the yarn. Resume knitting the cup until you get to the place where you want the other strap to be. Make another strap. Etc.
Personally, I'd either sew them on or pick up and knit them on.