When you create a title for a new entry, the URL title is auto-generated as you can plainly see. The URL title will always be required for every entry.
Just because each entry needs to have a unique URL title doesn't mean it needs to be used in anyway; it's just a unique identifier. Unfortunately it has to be unique and you won't be able to save a new entry until it is.
The only solution I could think of for this is creating a helper add-on to warn you before you try to save your entry that the URL title isn't unique, or automatically add an index counter to the end (so if you enter a title of "Test Entry", a URL title of "test-entry" is generated, but the add-on finds that title already exists, so it tries "test-entry-1", and if that exists, tries "test-entry-2", etc..).
It might be a fun side project to build, but I'm not sure it's worth it instead of just manually adding a "-1" (or "-2", "-3", etc..) to your URL titles if the title is already taken.