You are making wrong assumptions. The application directory IS the main bundle. When you remove files from the copy phase, they will not be installed in your app, and the app will fail.
The reason it SEEMS to work is that building takes shortcuts. A normal build does not remove files that were put in the bundle by the previous build.
If you do a clean (from the project menu) and then build again, Xcode will delete the previous copy of the app and re-build it from scratch. You should also delete it from your target device/simulator, since it will also pick up left-over resources from a previous build when it copies the new build onto the device.