First, I assume you're Emerald Executive? ("EE"). If so, I'm not quite sure why the difference between the midsize and compact rate was "substantial" for you. IME, all the rates are almost identical up to at least the midsize, and sometimes all the way up to full size. This is the benefit whereby as an Executive member you are charged the lesser rate when making a reservation, but confirmed in a larger category. It always shows that way online.

In any case, as to your original question, as an Emerald Club member: NO, you never have to stop at the counter (unless the location does not have an Emerald Aisle). Theoretically with the type of reservation you describe you are suppsosed to just go to the compact aisle/section, select the car of your choice and go. But, if it were me, I would just go to the Emerald Aisle, and take the best car.