Actually, no, it SHOULD NOT work.
In the first case, you are creating the Klipper firmware to reside at the address 0x08000000 and then you are burning it at 0x08000000 using the command:
sudo dfu-util -a 0 -D ~/klipper/out/klipper.bin --dfuse-address 0x08000000:force:mass-erase:leave -d 0483:df11
In the second case, you are creating Klipper firmware to reside at the address 0x08020000 (boot offset + 128k) and then burning it at 0x08000000.
Maybe it will still work, but I would be surprised if it did and I certainly wouldn’t think that it would be reliable.
If you’ve done this, I highly recommend that you go back, build the firmware with no Bootloader offset
and burn it back into the MCU.