Could be you can use mods that get loaded by the game executable but anything like a preloader is excluded by design. Not being able to start the game without the gamepass app would also point to this. Now if you have done it this way and can't launch using skse i think you are out of luck as i would suspect this has to do with DRM. Which appearantly is created in program files\moddablewindowsapps\xyz. If you have enabled mod support a new folder will be created. If there is no such option you are out of luck (for now?). In the gamepass interface you need to enable mod support for skyrim se. It's not blanket support for all apps but certainly a feature that microsoft is actively developing. At least in theory gamepass does have mod support.