[SAFETY WARNING: You should never image the sun with anything approaching a telephoto lens when it is more than about 10° above the horizon without a solar filter that not only protects against visible light, but also against UV and infrared!! Failure to heed this warning could result in permanent damage to your lens, camera, or eyes!]
You don't need an ND filter to show that the Sun is an orb as it sets or rises. You just need to reduce exposure until nothing on the Sun's surface is fully saturated and shoot when the air between you and the sun is still, clear, and dry. But even then, the Surface of the sun will be fairly featureless and the edges will be softened by the thickness and movement of the atmosphere when viewing the sun at such a low angle. And everything else - clouds, ground, sea, mountains, etc. - will be little more than black silhouettes.
When you don't have still, clear, dry air between your camera and the sun, it's pretty much impossible.
Even with most of the white clouds and the sea exposed almost black in the below image, the glare from the Sun is still blowing out the edges of nearby clouds at EV10015.67! In-camera settings were flat (contrast, saturation, etc. were set in the middle at '0') using the Standard Picture Style. The same settings were used to convert the raw file using Canon's Digital Photo Professional 4.
ISO 160, f/16, 1/32 (EV10015.67), 5D Mark II + EF 70-200mm f/2.8 L IS II @ 70mm.
Both of the following images were shot on a FF camera at 17mm. The only difference between the two regarding the size of the Sun and its glare was the exposure: Both were shot at ISO 100. The first was taken at f/9 and 1/200 second, the second was taken at f/8 and 1/800 second. The difference in the size of the glare from the Sun is due to the 1 2/3 stops difference in the overall exposure. Even in the second one the diameter of the Sun's glare, at about 4.3% the length of the diagonal, looks roughly 8.6X larger than its actual angular size of 1/2° in the sky - which is roughly 1/200 (or 0.5%) of the 104° diagonal angle of view of that lens at 17mm on that camera.
In the image immediately above you can see a 'ghost reflection' of the sun at approximate actual size directly across the image center from the sun. This is a reflection off of lens elements. Since the sun is high and slightly to the right in the image, the reflection is low and slightly to the left. Anti-reflective coatings in modern lenses are very good, but when you have a light source that bright compared to the rest of the scene, you'll likely see such a reflection.
As the amount of light allowed into the camera is reduced, the size of the Sun's glare will be reduced.
If you want to get images of the Sun with actual surface details and a well defined limb (edge) to the solar orb, you need to use a solar filter when the Sun is well above the horizon and away from atmospheric haze and atmospheric distortion.
Of course, this much density (around 16.67 stops or ND100,000) means everything else will be pretty much a uniform black, or very close to it. The difference between the sun and the rest of the sky really is this far apart.
When the sun is very close to the horizon atmospheric distortion will soften the edges of the solar disc. Any moisture or particulate material, such as dust or sand, in the atmosphere will also create haze that will diffuse the Sun's light. If there's enough such material, it will spread much of that light out over a much larger area, just like clouds diffuse the sun's light on an overcast day.
The sun high in the sky imaged with a filter made using a sheet of Thousand Oaks solar filter material. There are stars around the sun, but you can't see them because they are so much dimmer, as seen from Earth, than our own star, the Sun.
ISO 400, f/6.3, 1/500. Canon 7D Mark II + Kenko C-AF 2X Teleplus Pro 300 DGX + EF 70-200mm f/2.8 L IS II @ 200mm + solar filter. Cropped to 1920x1280 before downsizing to 960x640 for web viewing.
If you remove the filter and have something, like the Moon, fully obscuring the solar disk, the Sun's own corona will very quickly become evident, which can prevent you from getting what you want. Unfiltered photo during a total eclipse. The speck to the upper left of the sun is the bright star Regulus (Magnitude 1.35), which is just barely above the noise floor at this exposure. Yet most of the corona is completely saturated!
ISO 1600, f/4, 1/125, Canon 5D Mark III + EF 24-105mm f/4 L IS @ 105mm. Cropped to 1440x960 before downsizing to 960x640 for web viewing.
Even at two and two-thirds (2 2/3) stops dimmer exposure levels, the corona is still fairly bright near the Sun's edge, and the very small fractional part of the edge of the sun beginning to show on the lower right is even brighter! At this point during the eclipse the sky around the Sun and Moon was only slightly darker than the sky on the horizon 180° opposite the sun at sunrise or sunset.
ISO 1600, f/4, 1/1600, Canon 5D Mark III + EF 24-105mm f/4 L IS @ 105mm. Cropped to 1440x960 before downsizing to 960x640 for web viewing.