Adding SMTP settings in the setup wizard screens is something we plan to do but still have some internal debates on this with our UX team.
I have added this as a feature request in PITS where you can to vote and raise its priority. The request ID is 8074
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the Telerik team
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items