the gist is, if you run an engine with nothing bolted to the exhaust port, cold air has immediate access to the valves, which can cause warping and not seating properly, would be worse in the winter, but also leaves your valves etc open to hose water if washing it down, etc. in general SOMETHING there to hold a hot air buffer is best. even if it is a straight pipe.
if your dead set on running without a spark arrestor on the road, straight pipe point it down. I would not run one without some kind of arrestor off road, your asking for trouble, like burned down houses at worst.
because of how simple these motors are, they can do things like breath fire when you wind them out if they are in need of adjusting. when my buggy got up to full throttle in its first generation state, it would dump unburned fuel onto the arrestor and if it backfired on letoff (often) it would shoot about a foot flame out the back. I added a bit of stainless steel wool to the cannister (its a super trapp) which seriously helped keep that down, so some back pressure isn't all bad.