Oh, I never worried about going all the way through. In fact, if you keep it loose, it makes the top "windows" float above the base so you can actually put a finger underneath it. Kinda cool.
By the way, I never sewed my bases together by machine. I joined them by hand too. I did try the machine join but found it was easier to be accurate putting two bases wrong sides together and whip stitching. The cathedral windows cover the join anyways!