Icing bags can be used without a coupler, however, using a coupler makes the experience more fun and easier. Couplers allow you to change tips in a jiffy.
You don’t want the inner coupler to protrude out of the hole too much since the idea is to pinch the bag between the base and the collar. Cut the hole smaller than needed and push it in tightly. Ideally, you’ll stretch the plastic a bit so it’s tight over the coupler’s threads.