Similar to Windows 11 Home edition, Windows 11 Pro edition now requires internet connectivity. If you choose to setup device for personal use, MSA will be required for setup as well. You can expect Microsoft Account to be required in subsequent WIP flights.
By design of how the world works, people cannot have 100% online computers all the time, and surely people who pirated Windows are not going to risk making an account, let alone for linking purposes to their machine. Who knows.
You only need the connection for activation, not for general use.
Usually you can buy a windows license activation code from someone for $3-5, why would you pirate it? You can get the official windows version and put in your code.
It's better for windows if you use such a license than linux.