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.

UDM Pro here, original method didn't work (Next button grayed out). Followed what @torbell25 said (click the "Setup Devices" text 10 times; or until the Next button became clickable. Everything working and functional with third-party provider (VOIP.MS)