We have a fireplace and we burn right on the “floor” of the fireplace without a problem. The hot embers and the hot ash will fall to the ground beneath the grate anyways, but I would just make sure that the surrounding area – including inside the walls/below the fireplace – are fire hazard free or coated with a nice flame retardant of some type.

Just a quick theory: I believe the grate is there to help the fire get the oxygen it needs to burn a little hotter/heat the room a little faster perhaps.