Here is what happened to one woman who did not cleanse her skin at night for a month. I imagine she cleansed in the morning, I can't fathom her walking around with a dirty face all month.
During the night, your skin repairs and regenerates, having a dirty skin will disrupt and interfere with this natural healing process. So it is REALLY important to clean your skin after a big day out and about.
Just as an experiment, soak a cotton pad with a toner and wipe over the skin, and see how much muck comes off even if you are not wearing make up. Its not good for the skin to sleep with this on.
So clean your skin at night with a creamy cleanser selected for your skin type. And here is a tip, no matter how good is the cleanser, you need to use a face washer/towel or cleansing sponges to thoroughly remove it and all the dirt. Rinse off cleansers struggle to get everything off, especially heavier foundations or powders.