The approach - if it is published - is designed to international standards for flyability and terrain clearance etc. If you deviate from it you cannot be guaranteed that it is good/safe/what you expect.
It's slightly different if you've got a radar service from ATC and other rules can be applied by the controller but if you are doing it on your own it would be wise to follow the procedure. As they used to put on maps in areas that were uncharted, 'there be dragons' - much the same applies to an instrument approach.