I'm not aware of any bra found between the Roman strophium and the 15th century brasssière found. Admitting, rather wrongly and unfairly, that this absence of evidence is evidence of absence (can't say the same for panties given the vital necessity ever since Homo Sapiens invented clothing and women had periods), did all women walk around with nipples pointing out? Given the chastity (so-called and so-clsimed) of say nuns and prinxesses, wouldn't it be unseemly? Same as men having bulging codpieces became taboo and unfashionable after a while. Or does that simple fact guarantee bras or strophiums did exist, just that the material evidence is too scanty? (On panties, Owen-Crocker founds sign of them under the undershirts of female Saxon and Danish dresses and skirts in burials.)
When it comes to the history of women's undergarments, the "Lengberg bra" is honestly not as meaningful as the internet believes. (For one thing, in its day, it obviously had more fabric below the cups and did not look so much like a modern bra.) It does shine a light on what exactly women's undergarments of the period looked like, because extant examples are so few and far between, and it is an important find, but we did in fact know before this that women historically supported their busts. There is not a complete absence of evidence, just an absence of evidence covered by news outlets because they don't generally research this kind of thing for no reason.
I don't know much about the earlier Middle Ages and Christina Frieder Waugh, in "“Well-Cut through the Body:” Fitted Clothing in Twelfth-Century Europe" (Dress, 1999), states that literary evidence for this stuff prior to the tight-fitting vogue of the twelfth century is victim to "literary disinterest", but by that time writers did begin to address it. This is an excellent collection of written sources from the high-late Middle Ages regarding women's breasts: they were bound in some fashion, both to make them more attractive according to contemporary standards (which was for them to be small and firm) and to support them if they were large enough to require it. There was also a form of support, consisting of fabric cups (usually called "bags" at the time :/) set into a tight shift or onto a band, which held the breasts up and out much like a mid-20th-century bra - the descriptions we have of this are generally negative and slut-shamey, because this was seen as a way to flaunt yourself rather than simply a means of support.
(By the late fifteenth century, it became more common to achieve support through sturdier and/or more external layers of clothing, such as kirtles (undergowns with stiffened bodices, usually sleeveless or with short sleeves). This was then superseded by "pairs of bodies" (the precursor to stays and later, corsets) by the end of the sixteenth century. And from then on, there's a continuous use of stiffened foundation garments for several centuries.)
So clearly, no, women did not go without any support in the Middle Ages. That said, the way you've phrased this question sounds as though you think that bras, no matter how light, can magically stop the outline of the nipple from being seen, which is ... not the case? Even today. In the period, the multiple layers worn by women - smock, gown, surcoat - would do a lot more to hide the occasional pointed nipple than a thin linen breast-bag.