Not sure what device you’re on but every iphone I’ve set up I’ve (at least initially) skipped signing in. It’s not hidden or subtle or anything (especially compared to latest windows OS), it’s a big Skip link. The main downside is you can’t install any apps, and in my experience iMessage does NOT work until you log in with apple ID, just SMS/MMS.

Could be country specific..

True, or carrier lock specific if it involves activation. I would be surprised by this though, and deeply dislike the idea.