Learn Finnish: Roisto jää kaupunkiin ilman naamiota. - The villain remains in the city without a mask.

In Finnish, verbs expressing staying, leaving, or remaining (like jäädä) are directional. The logic is that you are settling into a state or place. Because of this, jäädä requires the illative case (kaupunkiin) rather than the static location case (kaupungissa).

Does the word ilman always require the partitive case?

Yes. When ilman is used as a preposition meaning 'without', the noun that follows it must be in the partitive case. That is why the base word naamio (mask) becomes naamiota.

Why is there no consonant gradation in kaupunkiin? I expected the 'nk' to become 'ng' like in kaupungissa.

The illative case is a special exception to the normal consonant gradation rules. Even though the ending (-in) closes the final syllable, the illative case always uses the strong grade. That is why the nk remains intact.

Is there another way to say 'without a mask' without using the word ilman?

Yes, Finnish has a specific case called the abessive, which means 'without' and uses the ending -tta or -ttä. You could just say naamiotta. However, using ilman with the partitive case is much more common in everyday modern Finnish.