Just to be perfectly clear, there is no such thing as no shader anymore. There is no way to render anything without a shader, and just because you didn't set one doesn't mean there isn't one implicitly set for you. In this case by Gamestudio, but if you would insist to the GPU driver directly that you'd rather use the fixed function pipeline it'll just set a shader for you implicitly anyway. It's like saying you can use a CPU without a kernel/OS, software has to drive the hardware and on the GPU side that's the job of shaders.

I realize you found a cause for your problem, but just as a future reference, since there is no such thing as no shaders these day anymore, you might as well use them again.