I understand what you are asking for, but as Fellippe pointed out, this is not like QB45. When you ask to QB64 to run the code, it *must* generate the exe. The code does not run somewhere "within" the qb64 environment. It's for this reason that certain things aren't included in the modern IDE - such as the F8 key for stepping. That kind of thing is completely undefined here.
tldr: the exe is always created, it's a law