Hello,
With the new MacBook Pro have you already signed into your Apple ID and enabled the iCloud features? If not, try accepting the agreement to see if it directs to a sign in screen. There you may be able to hit cancel to end the cycle. If you already have iCloud features enabled, you may need to accept the agreement, then you could disable the iCloud features.
Sign out of iCloud on your iPhone, iPad, Apple TV, or Mac - Apple Support
"What happens when you sign out of iCloud on your device
You can sign out of iCloud to stop using iCloud and its related services on your device. These services are listed below. Before signing out, make sure that you’re comfortable having these services turned off. If you only want to stop using some iCloud features, you can change your iCloud settings instead of signing out of iCloud.
- Apple Pay, Apple Cash, and Apple Card1
- Find My
- Game Center
- Home app to control your HomeKit devices
- iCloud Backup
- iCloud Drive
- iCloud Keychain
- iCloud Mail
- iCloud Photos
- iCloud Shared Photo Library
- Siri Shortcuts
- Voice Memos
- Shared Albums
- Messages in iCloud
- Reminders
- Shared Notes
- Shared Pages, Numbers, and Keynote documents
- Updates to your contacts, calendars, reminders, bookmarks, and Safari tabs
- Continuity features like Handoff, Universal Clipboard, and Auto Unlock with your Apple Watch
- App data for any third-party apps that you've installed that use iCloud
When you sign out, any information stored in iCloud remains available in iCloud. That information will be removed from your device unless you choose to keep a copy of that data when prompted.
If you have iCloud+ and you sign out of iCloud on your device, you lose access to iCloud Private Relay, Hide My Email, HomeKit Secure Video support, and custom email domain on that device.2"
I hope this helps.