What you are referring to is the "native" way to deploy to Azure Cloud Services. This type of solution gives you some additional integration and features, but isn't the only way to go about it. You can also deploy to Azure Web Apps. If you do that, you can choose a web app or web site project. You can also FTP your files directly to the server, if you want.
Check out more about it here:
I also started a blog series about deploying to Azure Web Apps (new name for Azure Websites). You can check out Part 1 here.
Hope this helps!