Ok. You did it all wrong! How's that?
Seriously, I think you would want something to load them slightly. If not, you will probably get some slight shaking back and forth that will eventually start to wear your bearings and linkage bushings.
I don't think it matters much whether you toe in our out, but you need some constant side load to hold them there.
Sky is right, the tradition is to toe them in a bit so the side load reduces shaking in the prop wash.
Never heard of toeing out but thinking on it not sure I see a difference other than the pull or push pressure the difference would put on the tie bar.