I would never use the CT without a filter bag.
If you don't, your HEPA filter will get clogged, and the suction will suffer. You'll also have to replace the filter more often (and it's expensive).
I wouldn't think of the CT-VA as a way to do away with the bag, but as something that extends the bag's (and HEPA filter's) life. When I'm using my CT-VA, my bag lasts a loooong time.