If you like a thicker broth, go for it. My preference is to consider that first round of veggies as flavor enhancers.

When I cook thicker soups I blend, e.g. with butternut squash soup, I always blend the sauteed onions and garlic, as well as a portion of the squash.

Regarding your comment: Don't be afraid to try this. Those who don't cook often tend to see items like this as a little gross... but just consider how often you ask a chef how your meal is prepared.