I recently came across the issue that I wanted to setup Unifi Talk but I didn't want to buy a talk device just to set it up (this was the recommended way from Unifi)
So I began investigating the code and found out that if you press 10 times on the "Setup Device(s)" text you'll be able to skip the device step.

It did work for me yesterday, on 4.0.2 installed from scratch and using international profile. Not sure how you are doing it but you have to click 10 times on the text "Setup Device(s)". Not intuitive at all