We study $Lambda$-type Electromagnetically Induced Transparency (EIT) on the Rb D2 transition in a buffer-gas-free thermal vapor cell without anti-relaxation coating. Experimental data show distinguished features of velocity-selective optical pumping and one EIT resonance. The Zeeman splitting of the EIT line in magnetic fields up to 12 Gauss is investigated. One Zeeman component is free of the first-order shift and its second-order shift agrees well with theory. The full width at half maximum (FWHM) of this magnetic-field-insensitive EIT resonance is reduced due to Doppler narrowing, scales linearly in Rabi frequency over the range studied, and reaches about 100~kHz at the lowest powers. These observations agree with an analytic model for a Doppler-broadened medium developed in Ref. cite{PhysRevA.66.013805,7653385}. Numerical simulation using the Lindblad equation reveals that the transverse laser intensity distribution and two $Lambda$-EIT systems must be included to fully account for the measured line width and line shape of the signals. Ground-state decoherence, caused by effects that include residual optical frequency fluctuations, atom-wall and trace-gas collisions, is discussed.