"Template missing" Conceptual mistake ?

Hello,

I encounter the “Template missing” error. I was searching for how to fix it. Then I discovered that the index.php file was required.

I previously set a homepage in the reading settings of my blog, then rename the index.php in front-page.php. After that I removed the reading settings to come back to default settings but without restore front-page.php into index.php.

This working fine, regarding the layout structure of WP everything is good => http://codex.wordpress.org/images/1/18/Template_Hierarchy.png

So my blog is working well, but I have this error displayed “template missing”, then I could not link a page with a template of my theme.

So here’s my question, is it a conceptual mistake ? My blog can still works without existing for itself? Is index.php file required and for what ? Replace index.php by front-page.php make sense ? Place silence is golden’s die() in a basic index.php ?

Maybe index.php required is a security constraint to avoid people listing website directory, and maybe update every versions of wordpress with that could be “delicate”…