Attention Helldivers, Due to technical issues at the launch of HELLDIVERS™ 2, we allowed the linking requirements for Steam accounts to a PlayStation Network account to be temporarily optional. That grace period will now expire. See details below in this post. Account linking plays a critical role in protecting our players and upholding the values of safety and security provided on PlayStation and PlayStation Studios games.
Yeah you could just close out of it even though the language made it seem mandatory. I made an account, my friends did not.