Fantastic question! With LDAP authentication, you can think about RStudio Connect using LDAP as the credential store of users, the place where it looks up users, confirms passwords to allow authentication, etc.
As a result, it is necessary to add users / passwords to the LDAP environment first, and Connect should pick up those users immediately (obviously dependent on your LDAP configuration and the user's privileges).
I know that's not a fun answer, but creating LDAP users is a common enough task that there are usually ways to make it easier! Is there a reason you would prefer to create the users in Connect than in LDAP?