Every Xiaomi phone I had started with a variation of the regular Android first start wizard. I suppose this is a kind of activation. These were supposed to be unmodified, original devices.

I say this because you can also buy modified devices, for instances Chinese devices that have been reflashed with an international ROM. If it booted without a wizard, you probably had one of these devices. Xiaomi always hated this, I'm not sure why, though a benign explanation is that sometimes these devices are said to come with malware pre-installed, and that's not a good look for Xiaomi (who like all Android manufacturers wants an exclusive right to install their own malware). This is one of the reasons unlocking the bootloader is rate limited and comes with a wait time.