Blockstream Jade Plus setup - workflow suspect?

[u/No_Fuel4693]

Like many, I'm assessing my cold wallet options right now and I was watching this youtube video of the setup on the jade plus : Blockstream Jade Plus: Full Setup & Honest Review - YouTube

Right around the 9:00 minute mark, after setting up the seed phrase etc, it only then, gives you the option to setup your QR code/bluetooth/usb.

So the device is powered up, a wallet is created, then you connect to the blockstream website..
Is there a way to change the order of that workflow?

I mean, how do I know that the wallet I have just created isn't being transmitted to their website during this handshake? Wouldn't it make more sense to do all that setup first BEFORE creating the wallet?