Unfortunately, I know of no way to bypass that. If you don't have a network connection, it doesn't let you continue setup, and if you do have a network connection it will check for an update automatically.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.