Any one can answer my question?
Yes you can participate an ICO without creating an Eth address. Just select those who are not ERC20 tokens like waves. Some tokens have individual wallet to download which are not eth dependent (like deeponion, soferox, many more) so those tokens are the ones you are looking for.
yes your right even you are not creating some eth address you can also have some to participate for some ico just choose wher you are able to join that are not required to have the eth address.