I've been installing replacement windows in my house and see the instructions to drill through the outer inside face of the trim to put screws laterally into the studs and sill and top header. The windows come with caps to cover the holes after the screws are put in. These windows come with nailing flange with holes every 4 or so inches and that's what I've used to secure the window. Before installing the windows I've added 2" of EPS foam-board insulation and on top of that 5/8 sheet of OSB. The nailing flange is screwed (4" screws) into the OSB (and finding the studs and sill). Is there a problem with not using lateral screws from inside the window trim to the studs? Seems cleaner not doing this, the window isin't going anywhere with all the nailing-flange screws. The lateral screws likely wouldn't hit wood - instead they'd likely hit the EPS insulation.
You are probably correct that the nailing flange will hold the windows in place.
However, if there is ever a warranty claim, there's a very high likelihood that they'd deny it if you don't put the screws through face trim as they instruct. Heck, it's possible they'd try to deny the warranty because you've used screws (as I likely would) instead of nails through the nailing flange.
i.e. Failure to follow installation directions to the letter = failure to honor warranty.
Whether you choose to follow the instructions or take your chances on the warranty is your decision.