You have to go through a first run wizard to set up your Microsoft account, etc. even on a computer with Windows preinstalled. At least that was my experience a few years ago, and I doubt it has changed.
Nobody except a lot of people enthusiastic enough about gaming to build their own desktop
Hopefully now those people give Windows the side-eye since the advent of the Steam Deck. If you just need a PC for gaming, you're practically the prime candidate for switching to Linux.