Steeping grains without a bag?

Is there an advantage to using a bag to steep your grains in? Other than not having to strain? Seems to me that I could extract more "grain juice" if the grains were separated more. I steep inside on the stove and just add the juice to my full boil outside on the burner.

Thoughts?

It's just a personal preference. You can get separation in a bag if you stir gently for a couple of minutes. I like the bag. Takes the straining out of it.

Thanks Shecky, I was kinda thinking that it was a preference thing but wanted to make sure. Not sure how I picked the preference of having to strain but I'm a strange duck like that sometimes.

Not strange. I strained my first few but found it easier to use the bags. Tomato, tomahto deal.

I just have a screen at the bottom of my kettle. I let the grains steep for about an hour, check for protein then open the valve. Sometimes recirculating is required to ensure all the grain is filtered out . To make sure I get all that grain goodness I run several gallons of hot water over the grains and collect that as well. I feel that this is easier than a bag but thats just me. So... I guess you'd say I use a strainer also. All that being said a Lauter Tun is a grain strainer.