I recently ran into this setting up a laptop for work and how user hostile this step had become made my blood boil. There is no option to setup an initial local account unless you intentionally provide bad input to the Microsoft login page, I ended up just wiping the machine and installing Windows 10 from scratch

I'd really like to able to send invoices to Microsoft and other companies like Dell who pull this bullshit for wasting time in my life to work around this stuff (and I wonder how much potential productivity is used up by these practices)