CFW requires boot.firm on the SD card in order to launch. If you want to boot without the SD, you can make a copy of boot.firm on the 3DS's internal memory, just remember to update that too if you ever need to update. When there's no SD card, the console will use the internal memory copy as a backup.
If you have a fairly recent version of Godmode9, you can follow section VI of
this guide to make a copy. Update Godmode9 if you need to, then just run that script whenever you update boot.firm on the SD.