In terms of how things will work electrically, it doesn't make a lot of difference how they get connected (within reason).
In terms of practical mechanical matters, it's easier to connect only one or two wires to a battery terminal than try to manage a plethora of them, and there's much less of a chance for something to work loose or make a poor connection in the middle of the pile. A buss bar is a nice solution to that. Typically the master fuse would be somewhere betwixt the battery and the buss bar.