Remove Jailbreak and restore to factory settings without iTunes
I believe all of the current jailbreak solutions work by modifying an IPSW file for the device, and flashing that back on to it. To remove it, you would need a clean IPSW and to do that you need to restore it through iTunes. If you don't back it up first (wether that be on iCloud or iTunes), then obviously you'll lose all of the settings, apps, and app data on the phone as well.