My CB dealer buddy has installed both ways and has explained to me, there are advantages to both. First of all, you have an open system furnace sitting outside, so there is always oxygen. That is the purpose of the properly maintained corrossion inhibitor, to protect the furnace metal, pumps and all existing compontents in the loop, by driving oxygen out and balancing PH and Nitrite levels. When you use an exchanger you will usually lose 10-15 degrees of water temp in the heat transfer and spend anywhere from $300-$500+ for the exchanger. Yes it is unintrusive and the least distruptive to the existing system. Probably the best way to go if you have old piping or lots of zones and/or pumps in the return line.
By plumbing direct, you eliminate the water heat exchange loss, matching degree for degree in your boiler and save the cost of the exchanger and installation. Pumps need to be moved to the supply side of boiler and if you do have any automatic air bleeders in line, they will need to be locked down. Typically they require at least 10 lbs of pressure or they will allow air into the system and create air lock problems if not closed off. Your piping needs to be tight with no leaks or air locks again could be a problem.
Roger, if your system is running well and plumbed direct, I would not worry about it. You probably saved money and are getting maximum degree for degree heat transfer.
Do your water tests as recommended. I feel I lose less than 1/4 inch of water per year to evaporation, so I rarely need to add water or require additional inhibitor. Never had a corrosion problem in 11 years of owf use either. If you were to run straight water in an open system, yes you would have problems throughout.