Yes, you do need to go through Virgin Red every time you book to get Virgin Points on your purchases with Booking.com.
The purpose of linking your Booking.com account to your Virgin Red account is to give you access to the genius prices relevant to your genius level with Booking.com, whilst leaving you free to decide each time which portal you want to use to make your booking. Whilst we hope you always choose Virgin Red to make your booking we recognise that sometimes you may want to book another way.
In order to earn Virgin Points on your booking you must go through Virgin Red every time you want to make a purchase, otherwise you will not create the tracking cookie Booking.com need to track your purchase and award your points. Without this tracking cookie Booking.com will not award Virgin Points and no investigation can be raised.