There's no reason you couldn't do this. You'll need a crossover ethernet cable probably. The empeg can't do Auto MDI-X and the laptop probably can't either.

You'd need to modify the sled though since the ethernet port is covered by the back of the sled. Also, whenever you remove the empeg from the sled, you'd need to unclip the ethernet cable. You could do something like the docks Mark Lord did, with the clip on the ethernet cable removed so you wouldn't need to unclip each time.

Is it really too much effort to take the empeg out of the car?