Summary
A SequenceFlow must exist to support DataAssociations.
Details
In BPMN, two ways of transfering DataObject exist:

Making the SequenceFlow explicitely carry the DataObject through a visual shortcut ;

Directly using DataAssociations;
In both cases, the SequenceFlow existence is mandatory.
Tips
Create a SequenceFlow between the BPMN elements transfering a DataObject through DataAssociations.