We have the app built for both Classical and Lightning UIs and we need to roll out it to the customers as one package. We are forced to set up the My Domain in each Orgs where we want to install the app by reference because the managed package includes a lightning custom component. 

1. Is it possible to have one package to support both Classic and Lightning modes without requiring My Domain?
2. What are people doing on the AppExchange where they have only one package, but they would like to support end-users who may or may not have My Domain active?