It is possible to addStatusHistoryComment to order without call $order->save()?

If the order already exists in the system, you can mimic the core behaviour and call save() either on the order status history collection or the status history model itself.

// just some random order object
$order = Mage::getModel('sales/order')->load(2);

$message = 'Add status history comment!';

/** @var Mage_Sales_Model_Order_Status_History $history */
$history = Mage::getModel('sales/order_status_history')
    ->setOrder($order)
    ->setStatus($order->getStatus())
    ->setComment($message)
    ->setData('entity_name', Mage_Sales_Model_Order::HISTORY_ENTITY_NAME);

// EITHER model save
$history->save();

// OR collection save
$historyCollection = $order->getStatusHistoryCollection();
$historyCollection->addItem($history);
$historyCollection->save();

The order's save() method is not invoked and thus no events are dispatched.