If you set mail.backend: dummy, and set no other settings, the install wizard thinks it needs to run (since there are missing options), but these options get disabled in the UI, so they can't actually be set, meaning, you never get past the step.
This affected the docker container becaseu it'll default to using dummy, but in reality, nobody else will hit this unless they explicitly choose this. (it defaults to smtp) This was worked around in docker-sentry by setting the options.
See: getsentry/docker-sentry#53