There is not a right answer to this unless you consider it limited to a specific project requirements.
There is a cost to using a router, but without one, it's hard to manage a consistent state for your app across multiple end-points, this is why front-controller pattern was created, to have a single point of entry for dynamic requests.
If you don't use routing at all you'll have to manage multiple files to deal with endpoints, and I don't think you can handle restful requests easily.
If you do use routing there is obviously a cost to register routes, to have the expressive and easily readable syntax phalcon provides.
Phalcon is really fast! The cost of routing is incredibly low compared to a laravel project, probably even compared to something like WordPress, which does not have a single front-controller.