Dear Tien Nguyen,
As what catacaustic said, your 2 likely choices are – use rewrite API or programatically create the page.
I cannot currently visualise a way whereby a permalink can exist but not be linked to a page, post-type or a template. All of which requires some sort of an existence in wp-admin
On major plugins, as I see you posting in WooCommerce, you will see that pages are created too.
Perhaps convince your client that the page must be created, and EDIT your page admin listing columns to simply not show the page.
That can be done.