It is harder to keep the reader engaged without one

As you say a main character is someone for the reader to connect with. Ideally they will empathise with them and come to care about the character. Wanting to know what happens to them is enough to keep the pages turning.

If you choose to go without a main character this can be harder to obtain. Instead you will need to draw from a cast of character, each having to work to connect with the reader. For a cast of 6 that can easily be 6 times as much work, plus additional work to manage the transitions. Even more work in preventing readers from disconnecting from the characters you haven't talked about in a while. Writing a good story that doesn't have a main character or characters is hard.

That doesn't mean it can't be done.

Game of Thrones is the most prominent example but there are many others. In GoT the 'main' characters are constantly rotating and we are unsure of who it is meant to be. The main character is whoever the POV is at a given time, each character is treated as equally important.