I didn't bag the hops in my first few batches... Haven't noticed any difference between those, and ones where I did bag the hops. Of course, I'm NOT brewing high IBU brews... It might be more noticeable if you're brewing a IIPA, than a pale ale, or other moderate IBU brew.
I am planning on dry hopping the brew that's in primary right now (started just over two weeks ago), in about a week (for ~7 days)... I plan to leave the hops loose in the brew (using whole hops)...
I don't siphon, or pour my wort into primary anymore... Since fitting the kettle with it's ball valve, that's become the method of choice for getting wort out. I probably could just stop once I hit the trub, watching the tubing so that I stop soon enough. But with the hop bags, it's not necessary.
Either way, I don't think there's a wrong way to put the hops into the boiling wort. IF you notice lower utilization of hops in your brews, compensate, or change your method to offset. Pretty easy... Regardless, 99.99% chance we're still making better brew that most people buy.