You don’t need the addon, but using the addon to import your character is way more convenient. The Armory does not have Netherlight Crucible information, so you have to enter it manually if you import from the Armory.
When using our addon to import your character, be sure to follow the instructions in the little welcome message when you first use it: you need to activate each spec and open up your artifact weapon UI once for each weapon (the UI where you pick artifact powers). Then you also need to go to the crucible and open it up once for each weapon. You also need to open your bank once. After that, the addon will automatically keep things in sync for you, never have to worry about it again.
The list of recent characters is currently saved in your browser, not on our server. But any changes you make to a character are saved on our server, e.g. filters, options, and so on.