Why do we use HX711 with load cell (Why do we need A to D conversion)?
The HX711 is nothing more than a sensitive amplifier that takes the tiny signals from a load cell and amplifies them coupled with a high resolution ADC.
You can do without the HX711 but the signals are so tiny and the Arduino ADC so low resolution that the results are useless.
You can create your own amplifier with op-amps and use the internal ADC of the Arduino, and the results will be reasonable, though the resolution will suck.
You can use another high resolution ADC chip to increase your ADC resolution so you can measure more accurate weights.
Or... you can just do it all in the one chip with the HX711.