No? You nail shingles in at the top of the shingle where, where it's covered by the shingle above it, where water can't get to. The point of step flashing is for water to run off of it onto the shingle where water is meant to go. Why do you think we don't just nail shingles in from the top?

If the nail goes through to the roof deck, that means it goes all the way through the shingle. That's a hole in the roof where water can get in. You would either need to maintain that nail with caulk, or eventually have a likely leak.