You could do that in Diablo ONE (and two).
I think D4 is the only Diablo game that doesn’t let you use unarmed attacks (though I don’t know about immortal, if count that one).
On the other hand, like LavaWisp said, you can attack without a skill equiped… But only if you have a weapon.
On the other-other hand, not any weapon will do it: Rogues have to have two dagger/sword items equiped; they can’t just “shoot bow”, which I find extremely weird (especially early on in my first playthrough, when I had to choose between making the skill I wanted stronger or making my bow slot not-useless).