Vortices in topological superconductors are predicted to host Majorana bound states (MBSs) as exotic quasiparticles. In recent experiments, the spatially non-split zero-energy vortex bound state in topological superconductors has been regarded as an essential spectroscopic signature for the observation of MBSs. Here, we report the observation of anisotropic non-split zero-energy vortex bound states in a conventional elemental superconductor with a topologically trivial band structure using scanning tunneling microscopy and spectroscopy. The experimental results, corroborated by quasi-classical theoretical calculations, indicate that the non-split states directly reflect the quasiparticle trajectories governed by the surface electronic structure. Our study implies that non-split zero-energy states are not a conclusive signature of MBSs in vortex cores, in particular for superconducting systems not being in the quantum limit, stimulating a revision of the current understanding of such states.