We made a recipe tonight for halibut and beets. It called for cooking the beets in the microwave with some water until tender, peeling and slicing them, then putting them in the pan with the fish to bake at 450F until done. They take more time to cook than the fish, but why not peel and slice, put them in the oven, then add the fish at such a time as they will be done together?
Skipping the microwave step works, I suppose the author of the recipe used the microwave to save time. If you decide to roast the beets directly, keep the following differences in mind:
Roasting beets in the oven takes significantly longer than parboiling in the microwave. I can't say how long slices take (depends on thickness), but whole beets need 60 to 90 minutes, depending on size. Same reason why some cooks parboil their baked potatoes, then finish them in the oven.
Roasting beets in the oven will caramelize the sugars in them, making them noticably sweeter than just cooked beets. The long roast will also bring out other flavour components.
Roasting slices in the oven will likely dry them out somewhat. (I personally would go for wedges, but that's my choice) You either have to live with that or take counter-meassures like covering the dish, adding liquid or oiling the slices.
In short, yes you can skip the microwave step.