It's time for a bit of background reading.
To pick up sound and record it on a computer, you need to go through a chain of electronics:
1. The Microphone: A device to pick up sound waves from the air and convert them to an electrical signal.
2. The Microphone Pre amplifier: Because of the way microphones work, the signals they generate are extremely low level--on the order of about 1/20,000th the level that comes out of your CD player or whatever. This low level makes the signal difficult to work with and prone to interference--the mic pre amp raises the "mic level" signal to "line level" for processing.
3. The Analogue to Digital converter: This takes the analogue (i.e. sound is represented by a varying voltage and frequency) line level signal from the mic pre amp and converts it to a digital signal (a series of 0s and 1s representing the sound) that a computer can work with and store on the hard disk.
Now, however you work, your signal goes through all these steps. With a USB mic, the pre amp and A to D converter are built into the microphone, probably on one or two basic chips. With most interfaces, the microphone pre-amp is attached to the XLR input you plug the microphone into and then feeds into the A to D converter. Some people with lots of money to spend buy an expensive mic, a separate "boutique" mic pre amp and then an interface just to act as the A to D converter and feed into the computer.
Now, you mention phantom power. Some microphones (condensers) require an external source of power to do their conversion from sound waves to electricity--and that's what phantom power is for. Phantom power can be provided by the sort of power supply you mention--or by an interface equipped to do so or by a sound mixer. However, even with phantom power, the output of the microphone is still super low level and still needs the mic pre amp to raise it to line level and an A to D converter to feed a computer.
A basic XLR to USB adaptor doesn't exist because you still need to amplify the mic level signal and then convert it to digital. Or, another way to look at it is that a basic interface IS an "XLR to USB" adaptor, just one with the electronics to do the necessary conversions.
So, yeah, when you buy your mic you need an interface.
Bob