Basically, you are also using a probe, the nozzle is the probe. So this is very similar to an auto levelling setup using a capacitive or inductive sensor, the difference is that your M851 nozzle to probe distance is zero, and may receive a positive value to slightly raise it to get a sheet of paper in between the nozzle and printing surface.
Please note that ...
That's the temperature problem that you've encountered.
The temperature of bed and hotend is reported every few seconds. Per default, first that sets is the bed temperature, then you need to wait for the bed to reach it, then warm up the hotend, and then start printing.