Though GNRC (and afaik @kaspar030's stack to) are perfectly capable to send connection-less transport data without a connection most other stack APIs don't. While opening a connection object in sendto could be an alternative (though to me this defies the lightweight aspect of conn), stack internal checks make it impossible to send from a port where already a connection is open. To demonstrate the problem, here is a little echo server, that fails for both lwIP and emb6 due to this API incompatibility:

conn_udp_t conn;
conn_udp_create(&conn, s_addr, s_addr_len, AF_INET6, s_port);
conn_udp_recvfrom(&conn, data, &len, c_addr, c_addr_len, c_port);
/* following call fails for both lwIP and emb6, since there is
 * already a connection on `s_port` open and their APIs require
 * opening a connection and port was already bound above. */
conn_udp_sendto(data, len, s_addr, s_addr_len, c_addr, c_addr_len,
                AF_INET6, s_port, c_port);

Partly related #4474.