For a long time, the question if a pedal has true bypass or not, was a decisive aspect concerning the decision to get it or not.
At the moment you can find many discussions about the question if a pedal has got analog dry thru and, if it lacks analog dry thru, if this fact influences the sound and the way you interact with your equipment.
Analog dry through means, that the original signal will not be digitalized when you turn on the pedal but is directly lead to the output.
Some modern digital effects provide no analog dry thru at all and digitalize the signal completely.
Although the digital technology has reached a pretty high level, the sound still changes in a certain way while it is digitalized.
But by adding the wet signal you should actually be unable to hear the difference.
But why is it necessary to digitalize the signal? Manufacturers mostly say that otherwise there will be phase shifting and comb filter effects.
A disadvantage, that frequently is under-appreciated is that latency results from the signal which passed first an A/D and then a D/A converter.
Of course, one might say, that this latency usually is quite low and almost unperceivable but it might have an effect on the way you play your guitar.
To guitarist even the smallest variations sometimes make the difference between a perfect and an undistinguished sound.
Although he maybe is unable to hear the latency, it alters the way how he interacts with the amp.
One can say that the delay that is caused by a latency of 1 or 2 ms can be compared to the delay that a guitarist will perceive when he stands half a meter or a meter away from his amplifier.
If you use several pedals without analog dry thru, the latency increases.
At the latest than the delay of the signal will be perceivable.
In my opinion it does make sense to check if a pedal is equipped with an analog dry through signal path before you get it.
Effects in a parallel loop
If you, nevertheless, want to use a pedal without analog dry thru you could use a Lehle Parallel L looper or a similar device to insert the respective pedal.
By choosing the 100% wet setting you can easily add the wet signal to the analog dry signal.