Joey, I record my Yamaha keyboards' audio output by connecting them directly to my computer, and I can tell you from personal experience that, yes, you can definitely do it that way.
But as I understand it, the sound isn't going to be as clean as if you'd gone through an audio interface using balanced connections. I can't say whether that's true or not, since I don't have an audio interface and thus have no way to compare the two methods myself.
However, I definitely get low-level noise in the recordings that must be filtered out in the DAW-- and if you're filtering out unwanted sound, you could also be filtering out some of the wanted sound at the same time.
If you can get a cleaner recording from the get-go, you'll have a better sound to work with in the DAW.
I know I need to invest in an audio interface, but recording is strictly a hobby for me, and I've got more important priorities to worry about first. Also, I can't decide what to get, because I don't want to get something that's more than I need, but neither do I want to waste my money on something that's less than I need!
Anyway, you can record your keyboard by connecting its audio-out line to the computer's audio-in line, but it isn't recommended unless it's your only option.