This would refer to Fairphone’s own Android OS, not the alternative /e/OS Android you chose.
Some things can and will be different with /e/OS, the missing migration step in the setup wizard seems to be one of them currently.
Feel free to give Fairphone support some feedback about this, so that they know this might confuse users … https://support.fairphone.com/hc/en-us
As you are not the first user to have asked about this (I’m including the /e/OS forum in my count), I’m pinging @Fairphone_CM, too.
Even if I guess this would be difficult to resolve from their side.
Perhaps an added paper with a small disclaimer and directions to /e/OS documentation included with /e/OS Fairphones would help for a start, if it could be added by the people who preinstall /e/OS on the phones?