They need to be attached to both the inner and outer shell fabric.
If they were hanging loosely inside and just stitched to one layer the down would travel and end up in one big ball, creating cold spots.
You can sew all of one side of lets say the inner side of the quilt, roll it up to make handling easier. Expose one row of previous sewn on baffle, sew that to the outer side of the quilt, creating the baffle or tube. Roll back again to the baffle and repeat..
Or sew each baffle to both as in dblc's diagram.
End result, you need enclosed chambers or baffles to keep the down from moving around.
A loose filled quilt with no baffles will become a large pillow.