I find this mildly infuriating, I only use Windows for work, I even personally purchased Windows 11. Local account and disabled as much as I could. I personally do not like Windows or Windows in general.
Well, now I do an update and they throw this up like I need to walk thru these steps (again). Not even a "Skip"/"Don't remind me again". Windows is not what it used to be and after disabling half the Microsoft stuff I'd expect not to be bothered again. It's really a built in ad more then anything.
2023-08 Cumulative Update Preview for Windows 11 Version 22H2 for x64-based Systems (KB5029351)
You shouldn't need to do the setup. The problem is by default windows hibernates instead of shuts down fully when you pick shut down. So your only real options are crash the computer or hit reboot.
Some manufacturers are nice and don't block you from getting into the bios when the OS is hibernated, but some suck.