I was wondering if it was possible to connect components with individual signals with Platform Designer or if we are limited to interfaces. Since I didn't see any info in the documentation, I presume Platform Designer force the use of interface to be able to apply it's interconnect logic.
The main idea behind PD is to connect interfaces, not individual signals. However, signals that do not conform to the standard interfaces supported (Avalon and AXI) appear as conduit interfaces in the tool. Like conduits can be connected to each other, though you have to be careful because PD can't do error checking on these connections (errors won't appear until compilation). You can always export conduits (most common use) and manually connect the signals in HDL code.