You don't have to add the SA to the paper.
Just make sure you have enough fabric overhanging the edges of each section. Always sew, though, to the end of the fabric or at least the 1/4", even if it's off the paper.
And when you're all done sewing the pieces to that particular section, you can trim it leaving a nice, clean 1/4" all around - measuring from the edge of the paper.
The benefit is that there will be no paper caught in your seam allowances that you have to pick out later.