Have you looked at the installation instructions? I’m sure they will say what the system requirements are and how to set up the Arc Ultra. 
 

The Move 2 can be used with Bluetooth straight out of the box. 
 

Edited to say:    Oops - I mean Roam 2. Thanks for correcting me, ​@Mr. T 

Do you say that mighty Arc Ultra when out of the box does not handle the simple blutooth pairing??! 
Hm… I wonder what is this bluetooth button for if not for this purpose? Maybe it’s just bloked when new?
If it’s true, than... dear @Sonos, can you explain why is this not allowed?
 

Because it was designed to be, following the Roam 1 fiasco.

Why would a soundbar be designed the same way?

How sure are you about that as the Move 2 FAQ state:

Can I use Bluetooth as soon as I unbox Move 2?

Move 2 must first be set up on WiFi using the Sonos app. Following setup, you can easily pair a Bluetooth device by pressing the button on the back of the speaker.

Or maybe you meant Roam 2 which can be used with Bluetooth straight out of the box.

I think Sonos - not unreasonably - assumed people would want to only buy an Arc Ultra if they wanted to connect up a TV, and that they would buy a different speaker (i.e. one designed for music) if they just wanted to cast music to it by Bluetooth…

They also - again not unreasonably - assumed people would have wifi in their house, simply because of it being 2025.

First and foremost the Arc Ultra is a soundbar to be used with an ARC/eARC connection to the TV.

Any demand to be used as a Bluetooth speaker out of the box would be minimal.

Create a hotspot on your mobile device, then use another device to setup the Arc Ultra. You will then be able to connect over Bluetooth.

Yep, I also had this idea.
I’ve created the hotspot on my mobile, installed sonos app on my windows laptop, and… it shows that windows app can’t run the new configuration :D

Thanks for advises, I think my expactation to simple connect the equipment with blouetooth onboard via the bluetooth was too high.
I will decide later if I want to take it somewhere where I have the wifi to configure arc or maybe it will be easier for me just to order a delivery and return it back to the shop.

If you have anyone with you with a phone, set up the wifi hotspot on your phone, then let the other connect to that wifi network. Then the app on that phone should be able to set up the Ultra. 

As has been pointed out above, I meant Roam 2 (not Move 2) as capable of Bluetooth pairing out of the box without need for wifi network setup first. 

Thank you all for advises. Two mobiles did a job.
After the initial config, the BT pairing works very well.
Although I still don’t get what’s behind not allowing it from the very beginning, it’s not important any more to me. 
Thread closed.