But then if you cannot work on a ticket because of prio, you cannot either work without a ticket, isn't it? I thought the point here was doing work with or without a ticket.

Without a ticket, the only people who see that you're working on that thing are the engineers reviewing your code. At many companies, this creates a lot less friction.

To put it a different way: it's better to ask forgiveness than permission. Creating a ticket is like asking permission (as the project managers will see the ticket and start asking questions about why time is being spent on low-priority things). Just going ahead and pushing code is asking forgiveness - sure, someone might notice after the fact that you did some work that you weren't assigned to do, but by that point it will be considered irrelevant, as long as your other responsibilities were handled on-time.

If you've never worked at a company where these political games are necessary - count your lucky stars!