It depends on your draw length and bow length. If it's a really short bow and you've got a long draw length, the string angle can pinch the nock clean off the string by the time you hit anchor. Even if it doesn't fall off, the string will be running through the nock at such an angle that it's barely hanging between the ears of that nock.

If the arrow doesn't fall off before you hit anchor but falls off the string when you let down, then it's too close to being pinched off and you need a loop. Even if it doesn't fall off, you have to renock the arrow before you can draw again.

I know a lot of guys hook up directly to the string, but I don't trust it.