I'm with the group that finds wearing a belt through the loops is more comfortable because it prevents the kilt from drooping in the back. I've tried it both ways and that works best for me.
Having said that, two of my lesser quality kilts have the loops a little off center, and one even has three loops, the extra being on the left side near the buckle! My other two kilts are of better quality and have loops in the proper locations.

I like to wear a belt if I'm going out in a kilt because I think it completes the outfit's look. The exception being with a waistcoat, then it is too much.

If I'm just wearing a kilt around the house in the evening, no belt and no sporran.

But to each their own. Whatever works for you is fine.

Tom