I recognize I’m commenting a bit late, but it’s technically not the initial screen. It’s when the phone activates, which is after the WiFi setup screen where you either connect to a wifi network or select the option to activate over cellular.

I’ve heard sad stories about people selecting the language and region and assuming they’re good to go since they got through a couple of setup steps.

I tell people to just try setting up the phone by skipping everything until you see the Home Screen, and that’s how you can be certain it’s safe. Then just erase the phone again to get back to the setup screens. It’s annoying, but it’s not too hard and just takes a couple minutes.