When you don't explicitely use an ofFbo, it's all being drawn onto a framebuffer anyways. So it is always faster to draw directly to the screen (again, it's not the "screen", but the default framebuffer). Provided that you end up calling ofFbo::draw of course : )
FBOs have other advantages, like combining renders with alpha values, or getting the depth buffer from a render pass. You can also use them to post-process each frame through a shader.