I have two new LG TVs, never connected them to the internet. I do all my media consumption via a ATV and rpi
For example the Sony web site doesn't seem to support what you are saying
https://www.sony-asia.com/electronics/support/articles/00113...
I set up my grandmothers sony tv last year without Internet.
https://www.bestbuy.com/site/questions/sony-77-class-bravia-...
So assuming you are software savvy enough to not have missed the correct prompt, I have to assume there was a bug with the firmware version you recieved.
Some people like my 92 year old Grandmom don't have internet, and it would make no sense for Sony to have to deal with returns from them.