I haven't seen the MSQC tute for this one, but I have seen others - this is a quilt I keep wanting to make so I've watched a few! I think all of the ones I've seen use a batting square along with the print square, unless the circle is denim or doubled-up flannel that is then snipped for a ragged edge.
Your quilt, your rules! But personally...I'm with you, I'd want that little square of batting in there. And not JUST to use up scraps, lol.