Have you tried clicking the "Next" or "Continue" button? IIRC, those buttons with the installer do not change color until you click them (maybe hovering over them will change their color). It bothered me greatly that Apple would have buttons that did not look like buttons since that is a very poor interface design.
Are you connected to the WiFi.....or still connected to WiFi?
Otherwise I think you will need to force a power off by holding the power button for about 10 seconds. I have no idea where the Setup Assistant will be when you reboot the Mac. I know on one laptop something occurred and the laptop ended up at the login screen while I know that Setup Assistant never finished properly.
You will need to make a decision.....do you trust setup has fully completed when you reboot, or do you do an "Erase All Content & Settings" so you can startup over with setting up your new Mac? Keep in mind you may not discover issues immediately from an incomplete setup....do you want to deal with it now or wait to see if something bad occurs at an inconvenient time?
Erase your Mac and reset it to factory settings - Apple Support
FYI, I would personally avoid logging into the AppleID/iCloud during initial setup. There has been a known bug where people cannot agree to the Terms & Conditions while logged into their AppleID/iCloud. It would be better to enable AppleID/iCloud once Setup Assistant has completed & you log into your macOS user account.
