You need a way to install the bootloader, if you expect to load programs via the serial port. For that, it's very handy to have exposed the necessary pins for device programming. On the 4809, that's UPDI. On the 32u4, it's RESET, MOSI, MISO, and SCLK. If there are already external connections, you can theoretically connect to those with jumpers, but it's more convenient to have a standardized programming connector (which will also usually include power and ground.)
Trust the datasheet... Perhaps the analog comparator goes nuts if you don't do this, or current consumption by the analog circuitry jumps as it all starts oscillating or something. Never skimp on decoupling if you want an easy life. It might just be that the engineers designing the chip never analysed what happens without stable AREF, so they play safe.
Where the datasheet says the AREF pin MUST be decoupled? According to the text the internal reference MAY be decoupled via the AREF pin. It is not required because you may use internal reference (i.e. for BOD) without connecting it to the AREF pin.
Whoops, yes I got it wrong - the problem of relying on memory rather than checking the datasheet - sorry for this. I'd still recommend decoupling it you never know if you might decide to use the ADC (internal temperature sensor for instance which uses the ADC). In the future you might want analogRead and its a shame if the PCB lacks pads for a cap on AREF...