You need to sign in to your Microsoft account - and if you don't want to do that there's a convoluted workaround. You need to untick all the tracking they enable by default. Opt-out of copilot and some other shit. It hasn't been one button and walk away in a long time.

I've installed quite a few linux distros and windows versions for my job, and windows 10+ has one of the worst user experiences. Of course this doesn't include arch or any other "build it yourself" distro.