I have the same one.
I tried it once without the comfort ring. It was too say the least, un-comfort-able. Left me sore and red once I started getting use to more pressure.
It doesn't change the efficiency, likely improves it. You do lose a 1/2 inch or so space inside it. It throughs your measurement scale off. Just keep that in mind. I would not rely on it as a definitive length check anyway. Just use it to monitor your length of growth. It was designed to be used with the ring in mind.
I had the same problem also. The bathmate doesn't work as well as advertised in the shower in a standing position. I simply leave the valve locked, lay down to get it started, as if taking a bath, in then stand, once I have it set.
It is best to be erect or at least partial erect. But, no. It won't hurt anything, Just go slowly and allow your penis to fill with blood and adjust to the pressure before pumping again.
I love mine. Just wish it had a usable pressure gauge. Enjoy!