Is it possible to authenticate against LDAP server without creating a drupal user account
sorry, I guess you just can't do it that way. 

everything you do in Drupal is tied to your user, even if said user is anonymous. 

Drupal establishes a basic difference between logged and anonymous users, even if you give the latter every permission from the former. 

hence an LDAP solution involves creating Drupal users for everyone, or else they don't get to do what registered users do.