The problem: you need the chip to figure out if your code actually works. And you also need the LEDs to see what’s going on – if at all. You could use a logic analyzer, but that is overkill. Just looking at the LEDs is a much more suitable way. Your code might have insidious bugs, or the datasheet might simply be crap / outdated / obsolete – of course without your knowledge. BUT you surely don’t want to fight wires, at least not during the coding / debugging phase. All you need is the chip + onboard LEDs as indicators.
For more detail: MBI5030 – 16ch LED constant current LED driver starter board