Above the "safe paws" screen I get a "Welcome to Firefox" dialogue (in-browser not a system window) where it asks to agree to terms, the bottom of that allows d

Above the "safe paws" screen I get a "Welcome to Firefox" dialogue (in-browser not a system window) where it asks to agree to terms, the bottom of that allows disabling telemetry before continuing. Those screens you list as individual are all part of the welcome flow in a single tab, and you can just close that without doing any of it, and start browsing.