As Greg mentioned, this is by no means an ideal or best solution for a BizTalk point of view.
It is important to understand that you gain and give up by not loading the message though a Receive Location. You give up persistence. What you gain is, well, a little more flexibility as to the pick up location. If you had 1,000’s of pickup locations that may not be known at any given time this makes sense. If files are always going to be at \\somelocation\here\ then this might not be the right approach.
This reminds me of something I did years ago with 04 Beta. Needing the file loaded inside the Orchestration from some random location then sent via a preexisting .net component to a remote system.
What I was getting at with this: “You can do both inside the Orchestration, but that’s just not really the best place for them” Was in general, if you can do things differently you should. A more standard approach is to call Send and Receive pipeline inside the ports and not the Orchestration.
I think it all rides on if you have a finite number of receive locations for your files. If you do, then something like Greg is talking about is the right way to go.