Just to clarify, the truth is that cloning is officially supported by Microsoft only if you use Sysprep, but there may be numerous reasons you want to avoid this.
That the SID must be unique is a myth; you can read a lot of articles about it, but the truth is that Windows never reveals its internal SID, not even to the domain-controller in an Active Directory environment.
A new SID is generated when you join Active Directory. I’ve been testing this scenario in a few networks I manage, and I’ve never come across any issues caused by not using Sysprep. The only thing that needed to be resolved was generating new a ID for WSUS, and this was solved by pushing out a GPO with one registry key.
You still need to rename your machines and join them to a domain, but you can do this manually or use a tool like Auto rename & Active Directory join tool.
In summary, no, you don’t have to use Sysprep if you don’t want to; there are no consequences other than the aforementioned ones that can be worked around.