What's a Dry-in? It's the step in the roof installation process where the tar paper is installed. It's to keep water from getting through the sheething until the roof is installed
IMO, the shingles can go right on the roof. IF felt is used and moisture gets trapped under it, you can get curling or 'smiling'. The mfgrs. of the shingles call for felt because they won't warranty their product w/o it. How nice. Do you know why?! (Rhetorical question.) Because they don't want to be 'badgered' for leaking roofs due to improper or poor shingle installation. In other words, the chances of a roof leaking are greatly reduced when felt is used. Felt can 'cover up' or mask an inadequate or poor shingle installation. Hence, few complaints; few lawsuits; many, many happy customers as far as the shingle mfgrs are concerned.
For me, installation w/o the felt eliminates the potential for curling. (Obviously, a long-running contraversey.) I had a 20 year shingle last 25 years on my own home w/o roofing felt, and with not one problem. The roofers out there that use it say they use it out of practice and are, basically, quite hesitant to stop doing what's been working for them for years. It's the same principle for people who've always driven Fords, owned an Amana, eaten Corn Flakes, or the like. People go with what they're most comfortable with. At the same time, those roofers that DON'T felt still guarantee their roofs, and will put felt on at the insistence of the homeowner. So, in any event, get your guarantee in writing. That's all I have to say about that.