You are correct. It is important to know which bit of the practice you are doing- ie what your current task is- if your hindrances are not removed it is important to set your mind firmly on this task. There is no point trying to jump ahead of the que. Look at this sutta:
§ 33. Mindfulness & Concentration. Having abandoned the five hindrances
— imperfections of awareness that weaken discernment — the monk remains focused on the body in & of itself — ardent, alert, & mindful — putting aside greed & distress with reference to the world. He remains focused on feelings... mind... mental qualities in & of themselves — ardent, alert, & mindful — putting aside greed & distress with reference to the world. Just as if an elephant trainer were to plant a large post in the ground and were to bind a forest elephant to it by the neck in order to break it of its forest habits, its forest memories & resolves, its distraction, fatigue, & fever over leaving the forest, to make it delight in the town and to inculcate in it habits congenial to human beings; in the same way, these four frames of reference are bindings for the awareness of the disciple of the noble ones, to break him of his household habits, his household memories & resolves, his distraction, fatigue, & fever over leaving the household life, for the attainment of the right method and the realization of Unbinding.
Those people who think they can jump the que are merely developing enough samadhi at the beginning (unknowingly), to just get to that gateway they must pass to get to the next stage (of developing insight)- becuse there is no insight without samadhi. In the absence of a Buddha it is a good idea to develop samadhi upto the first jhana, because then this task is completed:
Develpoing the first jhana means the hidrances have been temporarily suppressed:
"There is the case where a monk — quite withdrawn from sensuality, withdrawn from unskillful qualities
— enters and remains in the first jhana:http://www.accesstoinsight.org/ptf/dham ... jhana.html
'Dry insight' is possible, but simply takes a long time because you are using a suboptimal meditation technique to develop the required samadhi.