I set my RPI4 up via SSH and raspi-config: New Pi Password, Wifi connection, Localizations, etc.
When I booted into the GUI for the first time, it asked for all that info again.
Just an FYI as I don't think that should have happened.
Cheers.
The raspi-config tool configures the Pi in the same way as the "first run" wizard you are talking about. The issue you have encountered is that unless you at least press "cancel" at the first opportunity in that wizard, it will start up again the next time the Pi boots.
You can safely press "cancel" on the "first run" wizard, and whatever settings you made using raspi-config will be preserved.