Yeah, it is ridiculous that this is ever a concern. Unfortunately, I don't have a great answer. I didn't really try.
But their line has been that you need to connect once before you can play normally. So it's probably gonna be a no. When doing setup, it seems like it asks you for connection info before you can proceed.
On the upside, most games I've tried have worked without being connected. Dead Rising 3, Sunset Overdrive, and Project Spark all played fine with no Internet connection. In fact, staying offline probably saved me from wasting a bunch of time downloading updates. If you put the game disc in, it will try to download and install updates along with the normal install. This can take quite a long time, depending on the game.