Creating a user in an application via SCIM does not set a password on the user. AAD Provisioning does not support syncing passwords from AAD -> apps. For a user to be able to log in to an app when they are provisioned via SCIM, you either need to federate your application with Azure AD via SAML or OIDC+OAuth, or a password would need to be set in the application via some other means - such as with an initial registration/redemption flow based off of something like an email invite. If your users are able to sign in without federation configured, then it would appear that a password is being set somehow or another authentication method is implemented.
Federation is by far the preferred option when it comes to security and overall identity management best practices.