https://docs.px4.io/master/en/simulation/multi_vehicle_simulation_gazebo.html
What is the meaning of No ROS in that link and what is the difference between No ROS and simulation with ROS?
The text at the very top of the page explains that they use different commands depending on whether you are using ROS or not.
A different approach is used for simulation with and without ROS.
There is a separate section further down about how to do the same thing with ROS.