the other options won’t let you continue without performing the actions in a way that windows likes. So for someone trying to set up their PC, only the first option has zero cost.

option two requires an external drive without encryption

option 3 requires setting up a printer from that screen, so you can print the page. it won’t let you continue otherwise.

if you want to back up in some other way, you just don’t (or use PDF conversion from the print dialog)