Okay, so that's about the same as classical statistics. You're just waiving the requirement to know what the distribution is. You are still assuming there exists a distribution and that it holds in the future when you apply the model. Sure you may not be trying to estimate parameters of a distribution, but it is still there and all standard statistical caveats still apply.
> Indeed, with the use of autoencoders, we don't assume a single distribution, but rather a stochastic process.
Classical statistics frequently makes use of multiple distrutions and stochastic processes.