It is ok to not put them back right?
Yup. Stuff might get in there a little more easily (but at the same time you have less steps to clean it), but they play just fine without them.
Oh yes, perfectly fine. I play mine with bearing shields out.
The yoyo blocks most dirt from coming in, the only problem is that when you open the yoyo and the bearing falls there will probobly be some dirt that got, but if you’re careful it should be fine.
Yes. It just makes your yoyo a little louder.