It work without extracting to butter, but it's not as potent and doesn't taste as good. When you bake a cake or brownies or something, there is enough fat mixed in with the batter to absorb some THC.
Extracting to butter just gives you a better end product because you don't have uneeded plant material and the fat has direct contact with the bud. Greater surface to mass ratio with it's sitting in the fat, than sitting in a mixture containing fat.
I say do whatever works for ya.