Mfsoa,
The cleaning fluid (any cleaning fluid) emulsifies or dissolves contaminants and holds them in suspension or solution.
The vacuum then removes the scummy liquid. So the answer to your question is, "both".
That's not to say the brush won't get dirty, clearly it will. But if you don't vacuum the scummy liquid off the record and just let it evaporate, the scum will be left behind. Even worse, it will probably have been broken down into finer particulates which will be much harder to remove. Using cleaning fluids without vacuuming is probably worse than not using them at all.