I don't know what docs you're reading, but all the ones I've read (preparing for a migration from a third-party e-mail system to a new Exchange 2013 deployment) do recommend an Edge server. Prior to SP1, however, Exchange 2013 did not have its own Edge servers, and thus the recommendation was to either use 2010's Edge servers, or a third-party.
Now that SP1 is out, however, the recommendation is:
- For existing Exchange 2013 deployments, there is no reason to change your existing Edge
- For new Exchange 2013 deployments/upgrades, use the Exchange 2013 Edge servers
You don't strictly need an Edge server, as the other roles will accept mail directly itself, but it's a good idea to have (at least) one. Edge servers reduce the potential surface area exposed to attacks, and because they lack AD access (they get a subset of AD information pushed to them via EdgeSync, only enough to do what they need to do) and are deployed sequestered into your DMZ, any breach of an Edge server is limited in terms of what else can be exposed or compromised.
Exchange 2013 -- or 2007, really -- will run just fine without an Edge server. That doesn't mean it's a good idea, however.