So, as of today, I managed to do it the way I want on a surface go 3.
So you go until the asking connection page. Now you make Ctrl+Shift+Esc (for accessing the keyboard, I used a public wifi which asks creditentials before connecting, thus opening the keyboard)
Select any process, and open file location. Now in the explorer look for
%WINDIR%\system32\sysprep\sysprep.exe
Double click and activate Audit mode.
Now shut down and reboot. You access audit mode.
Look for the file c:\windows\systemapps\microsoft .windows .oobenetworkconnectionflow
We want to delete this file. Of course you can't, because as the rest of your computer, you are not the owner, the owner of most of your computer is ThrustedInstaller.
So change the owner in the security details, and then change autorisations for Administrator.
Now you can remove this file.
Select to reboot in OOBE mode.
After reboot, the OOBE experience will be different, and will say that the computer has a problem, but will be solved after restart :-)
After restart, standart OOBE will appear, and the network connection page will not appear. Done.
Simple and easy, as usual...