I did this a few months ago for a test home assistant setup and had the opposite experience. I forget exactly what I did, but it involved editing a file with the wifi settings and dropping my public ssh key on the SD card before installation.

If you use ethernet, no editing required. Web interface goes into setup mode automatically.

Worth noting that ha cli[0] (ha>) does have a `network` command to configure this as well.

[0] https://github.com/home-assistant/cli