I care about this because I don't want to have to get permission from a third party to log into my local computer. It seems like a fundamental part of owning a computer, to me. It's really that simple. If Microsoft made the default to setup or login to a Microsoft Account but had a pretty easy way to opt-out and make a local account, I don't think anyone would care (well maybe some people would prefer the default to be local, but then I'd be with you on asking why they care so much if the bypass is right there a click away). But, they don't let you do that. They require you to get permission to use your own computer, and that's a feel bad.

It's a fair concern. And I believe you can add local accounts once you init windows with your Microsoft account.

Try to think about it from a vendor perspective. How much more difficult it is to maintain support for local accounts, now that so many activities depend on online support. It's preferrable to have a universal/ online credential you assume to be authenticated, rather than having each app test for identity. This applies to consumer experiences (e.g. cloud storage, AI inferrence), and vendor service (telemetry, crash reporting, etc)

For your main PC, are you really using it anonymously (like you would with TAILS or other secure OS)? In practice most people are immediately logging into email (google), Microsoft, facebook , github etc the moment they set up their PC. So it seems to be overcomplicating things for Microsoft to deny them the credential, when it carries so much more value for both the consumer & the vendor.