The caliper sort of holds the rotor in place, but it's hardly secure and subject to more movement if you happen to drag the wheel over the rotor on the way on or off. It might be "OK" to depend on it until you remember to put a replacement screw in next time you service the car.
Way beck when, in a business school example case, GM explains that a bolt or screw is something they need to design and spec, purchase, inventory, workflow to the line in the factory, then catalog, ship and inventory, distribute to dealers, inventory there, install under warranty when one fails. Times however many of that series cars are built. Bottom line: If there was a way to avoid having them the factory would have done so. With that in mind, I see no reason to leave them out. But that's just me.