When I tried searching for the answer I did not find any, so I hope this thread provides solutions for those who would seek it.
You can 100% skip it if you start it and load into it and then quit the game by closing it through Task Manager. I did not check if you can quit during the load and it works, but if you simply just load into it, it does work. I tested it twice and it worked 2/2.
Cheers, enjoy the skip if you ever wish to make a new pirate to spice up your looks.