Well, if the damper and flywheel or flex plate is already zero balanced (as they should be), it doesn't really matter. But, you are correct..you do not have to have these components attached. When I had mine done, I had the ATI damper and flex plate attached...I'm not expecting a failure of either...I wanted the rotating assembly to be as close as possible. The crank was also checked without these and was in spec. My CP pistons and Pauter rods all weigh within 1/10 gram of each other.
Balancing a crank is always a compromise...the dynamic forces acting on a crank include both reciprocating and rotating weight. Rod to stroke length ratio, piston ring drag, RPM, engine power output, etc all have an effect.