Welcome to the board, Storm Shadow!!!
I know of no way to avoid buying a ship in Brimloch Roon either. Once you are out the west gate, you certainly don't need to use a ship if you prefer to swim but it does seem the only way to get the west gate to open is to buy the ship.
I think this misleading tip may have been generated "after the fact". Someone bought a ship, got it stuck in Talrik's area, couldn't figure how to get it unstuck, realized that you can swim everywhere just fine and concluded that you could get away without a ship - NOT taking into account that you do have to buy the ship to get the west gate to open.
Wyv
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