Hi Gegjr
In theory it is possible, I would have more faith doing it using a referenced system of image filing rather than managed, but without wishing to insult your intelligence I would query whether your stated reason is sufficient motivation. Capture One can be very flexible provided you use it as designed so I would suggest the User Collections section will allow you to set up the albums, smart albums, projects or groups to organise your files as, or even better, than you would achieve in a session. COP appears to have virtual organisation, not physical, as a basic design premis.
I have found COP requires a different thought process then that established, in my case with Aperture. Once I realised that I appreciated COP much more.
If you want to use catalogs with sessions import/export is the way to do it. Be careful not to create more than one copy of your RAW file by not paying attention to source and destination.
I hope this helps, I remember when I started using COP some of the readily available sources of info were not always clear.
Rhuairidh