How is it possible to implement authentication (and authorization) without cookie and only bearer token in ASP.Net MVC Core for all pages?
Can we still use ASP.Net Identity?
No, you can't use bearer token with MVC Views. Only with WebAPI-esque calls (which are called by JavaScript/Ajax calls), because for Bearer Token you need to pass a header containing the bearer token within the HTTP Request.
Also neither ASP.NET Core MVC nor ASP.NET Core Identity provide a mechanism to generate JWT or opaque/refresh tokens. You need a 3rd party library (ASOS, OpenIddict or IdentityServer4 - or write your own middleware).
General approach is using Cookies for MVC (+AntiForgery Tokens - these are important to prevent Cross-Site Forgery Requests (XSRF) attacks) and bearer for WebAPI (there are security concerns running Ajax/Rest calls with Cookies, as you can't easily protect then like you can do MVCs with AntiForgery tokens). In doubt, google about the terms ;)
Does it makes sense to you?
That sort of defeats the purpose of having JWT though.
Having multiple links with sizable JWT token data would add up. Also if one is missed in a chain of links, then the JWT would be "dropped". It's possible to save the JWT in the client-side sessionStore and have javascript dynamically add the JWT to links as they're clicked.