I am definitely in favor of this when possible. I think it also allows for more direct bonding. The kids will remember you as part of the experience much more clearly than if they are only facing away from you from a stroller.
One of the strongest memories I have from early childhood is being on my dad's back as he would swim. Obviously you wouldn't do that with a stroller/carrier, but it is still profound to me how the body closeness strengthens the memory.
Of course, I did have four kids under the age of three (we had two, then twins). So, the ideal of not using any aids had to loosen up at times. Still, if it is just me and one of the kids, or even the older two, I would do my best to make do with my arms and shoulders.