The login process in OpenAM is made of two stages:
- Verifying credentials based on the authentication chain and individual authentication module configurations
- User profile lookup
By configuring the LDAP authentication module you took care of the authentication part, however the profile lookup fails as you haven't configured the user data store (see data stores tab). Having a configured data store allows you to potentially expose additional user details across your deployment (e.g. include user attributes in SAML assertions or map them to HTTP headers with the agent), so in most of the scenarios having a data store configured is necessary.
In case you still don't want to configure a data store, then you can prevent the user profile lookup failure by going to Access Control -> <realm> -> Authentication -> All Core Settings -> User Profile Mode and set it to Ignore.