If you are purchasing a bean bag that is machine-washable or dry-cleanable, then it is probably preferable to obtain a bean bag chair with an inner liner.
If you are buying a heavy-duty outdoor beanbag and the fabric is not machine-washable, then you are probably better off without one.
The bottom line is that the filling will move freely throughout the beanbag cover and fill all the extremities better without an inner liner. Inner liners can rub against the fabric of the outer cover causing it to wear.
To learn more about the pros and cons of inner liners, click here.