If that's important to you, there's an option to allow using a local account during setup by dropping to command line and setting a flag. Pretty straightforward if that's your only deal breaker.
I just recently installed Windows 11 on a computer and this is the steps that I followed
https://rtech.support/guides/bypass-11/
It's two steps:
1) During Windows setup you push Shift-F10
2) It opens a command prompt and you type OOBE\BYPASSNRO
When you hit enter it reboots and allows local mode.
Microsoft should not have hidden this away like they have and it should be an option for everyone installing Windows, and I recognize this isn't a solution for the non-technical user.. but for you specifically if it's something you're comfortable doing, it's an option to allow you to avoid having to use a Microsoft account when installing Windows.
I would appreciate a link to the details about 'setting a flag.' The last version of that I used earlier this year stopped working in recent months, and I believe I saw tech news stories to the effect that Microsoft had intentionally closed that path.
For now I just use a customer-supplied email address which I used to setup a Microsoft account, setup Windows and use that account, immediately create a local-only 'admin' account with full rights, delete the online associated account, and start creating user account(s) from there.
It's not about technical, it's about their view and mindset.
That doesn't sound like something that counts as an easy option.
Just ignore the sign saying "Beware of the leopard".
I know that a lot of tech folks consider it a non issue because it is 'easy' to fix if you know the bypass and your way around the more inner workings, but broadly this isn't really an answer to the problem.
If we always just say 'Oh, well, if you do XYZ then you can manage to do A despite B' then we're eroding our control and agency. Slowly the bypasses will phase out, as they have slowly been in this case, and then we're really in a poor state.
I had a tech support client who came to be because they valued their privacy and didn't want an account but who had no idea how to make that happen. They didn't even really know what to be looking for.