AFAIK, there is nothing wrong with flying "Direct" to a fix defined as a Radial/DME from a VOR. I was taught that 32 years ago in Navy flight training, and have used it ever since. While RNAV makes it easier, it can be done with reasonable accuracy with VOR/DME and an RMI (better if you can sketch it on the crosswind calculator screen of your whiz-wheel) or HSI. It is a lot tougher with a CDI, but can be done with the pencil and plastic/paper method...
What am I missing here? Is there some regulation somewhere that prohibits such navigation? Is point-to-point navigation not taught any more?!?