When you create a plain "Delegated LDAP Configuration" using "Embedded Crowd", even you you don't select "Copy Users on Login", the configuration will use its fields.
The impact here is that, although the options under "Copy Users on Login" shouldn't have an influence on how Delegated LDAP in case "Copy Users on Login" is un-checked, the "User Object Filter" is actually taken into account. Hence, should you choose an invalid filter, you won't be able to login with a user that is created in the LDAP directory.
It's worth mentioning that the same issue happens for the parameters that appear when you select "Synchronise Group Memberships". Whatever is pre-filled by Embedded Crowd is also sent in case this option is unchecked. However, there doesn't seem to be a bug here as the options are ignored and if "Synchronise Group Memberships" is un-checked, Embedded Crowd does not synchronize the group members and work as expected. To clear out the parameters being sent by the hidden form, the same workaround as above has to be applied. Still, those parameters shouldn't have been being filled when the option is un-checked. This should be fixed.
PS: In order to find out the incorrect parameters being filled by Embedded Crowd, create the directories as described above and check the "Directory Configuration Summary" after they are created.
The workaround for that (at the moment) is to select "Copy Users on Login" and empty all the boxes, "Test Connection", see the error that those fields are mandatory and then un-tick the "Copy Users on Login" and save the form.