The fact that use of Component Templates is no longer enforced is a side-effect of the introduction of the data pipeline in Tridion Sites 9.5. This data pipeline does not require templates and therefore it is possible to put Components on a page without a Component Template.
As Quirijn mentioned, if you really don't need this data pipeline at all, you could disable it altogether. Note, however, that you also need the data pipeline if you want to use the integrated CD search capability.
As Nuno mentioned, you can easily write an event handler that prevents users from saving a Page with "templateless" Component Presentations, but usability-wise that may be worse than a system which ensures that a Component Template is always (implicitly) selected.
As a third option, you could look into using Page/Region Schemas to define Component Presentation constraints and thus force the use of (certain) Component Templates.