We have a custom WAR package, which initializes Security settings on startup by Groovy Boot Hook scripts. So security is actually configured when the installation wizard starts.

In such case "Create first account" causes confusion, because it actually does not create a user. And this screen is not required at all in such case.

When I create user instead of skipping the step, I get a fatal error:

Caused by: java.lang.ClassCastException: com.cloudbees.opscenter.security.OperationsCenterSecurityRealm cannot be cast to hudson.security.HudsonPrivateSecurityRealm
	at jenkins.install.SetupWizard.doCreateAdminUser(SetupWizard.java:176)
	... 80 more

Workaround: Skip user creation