Based on your screenshot it looks like you have set up an assignment-level link in Canvas to that specific assignment, and enabled grade passback. I'm guessing that you have already commented out "$external_auth=1" in authen_LTI.conf to get to this point. Is this correct?
If so, then I believe that this is the expected behaviour. If students circumvent the LTI login, then WeBWorK will be unable to pass grades back to Canvas, which is why it prevents them from accessing the homework set.
At this point I'm not sure that there is a mechanism in the code to override this. Without editing the code, you may be stuck choosing between forcing all users to use LTI login on sets where grade passback is enabled, or not using grade passback on sets where non-LTI users need access.