Almost every CLI only version of Linux is designed to be a server.
Servers assume you have no WiFi. There will not be an option to set it up during first-time setup, you will have to do it manually.
You are doing this on a laptop which generally assumes you will be using WiFi.
You will have to set up wpa_supplicant during install via command line outside of the automated setup.
Further, if your WiFi drivers have any non-free proprietary code in them, you will need to manually install drivers for them like you would normally. Once again, best to do during setup, if possible.
If you have the option of connecting directly with ethernet during setup, you can sort of wiggle past it and set it up after, but I’ve personally found that the servers prefer it if you do it during setup (ie. fewer weird networking issues).
As others have said, you could also just not install a desktop environment in a normal version of Linux instead of going for a server version, as another way to avoid this issue.
Source: personal experience using server version of Linux on laptop