You only sew the edges when quilting on a rack. LA and MA quilters who "float" the top usually baste top and the edges to hold the top in place. Many LAers do it just because. I do it because I float the top and find the whole thing behaves better when I do and I it helps when I put the side tension clamps on.
If you are quilting on your DSM you do not want to baste the edges first. To much shifting can happen on a basted sandwich no matter how you baste (pin, needle and thread, or spray baste) and, as you learned, you will get pleats and puckers and end up having to take it out. Always quilt from the center out when not using a rack of any kind, that rule goes for handquilting as well as machine quilting. Once you have completed quilting you can baste around the edge if you find it is easier to attach binding. I never do.