We use Apple Business Manager. Locking a domain is not a requirement if you're just doing basic MDM, I'm pretty sure. (I also had a negative experience with it, so we didn't use it and everyone just uses their personal apple IDs). Is it no longer possible to skip this step in setting up the account?
In any serious business, you don't want people to use their personal Apple IDs: that could lock their company provided devices for ever when they leave, you also don't want to buy them apps that you won't be able to re-use when they leave, ...
