To get to orbital speed a rocket has to use all its fuel, so to get the speed back down to zero it would need to use basically the same amount of fuel.
So for example you would need a fully fueled Falcon 9 in orbit to get a Dragon capsule back down without atmospheric heating.
You can’t just make it have twice as much fuel either, because you need more fuel to lift the extra fuel, then even more fuel to lift that extra fuel, and so on.
For example a fully fueled Falcon 9 weighs 500T. Even a rocket the size of a Saturn 5 can only lift a 140T payload.
So basically you could need an absolutely enormous rocket (the tyranny of the rocket equation), so it’s actually much easier to use the atmosphere to provide breaking for free.
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