What would happen if we conduct sociological research without any theory? What is the importance of social theory? Please refer to Amy Blackstone's work.

Social research without a theory is just gathering data. There is nothing inherently wrong with this approach, but it ends up with a variety of disconnected threads being pulled together without a cohesive idea or meaning behind it. The action of studying a society without a theory creates an overgeneralized scope and leads to several flaws.
Amy Blackstone relates several of the issues that can arise without a scientific approach to the study of society. Several of these issues are an overly casual observation—which means that there is no defined process for gathering data, and so there is no way to gauge the accuracy or consistency of the findings. There is also selective observation (which is when a scientist only observes patterns they have a preconception towards) and over-generalization (the assumption that there are more general trends and patterns that exist with an inability to prove or define them). The absence of a theory and scientific method for the research can skew the results and create inaccurate reporting of data.