Is it common to build a mortar pan shower with no waterproof membrane?
Absolutely incorrect. Traditional shower pans are built thus:


using "dry pack" method, create sloped mortar bed to drain weep holes
waterproof sloped floor using hot asphalt or vinyl pan liner, should extend over curb and up surrounding walls at least 2" above curb
ensure drain weep holes are clear (ring with gravel and/or busted tile chunks)
float sloped floor over waterproof membrane, up to edge of drain (allowing for tile height)
tile