Yes you must have to connect your Trezor safe 5 to the computer to create seed.
Just comment your Trezor safe 5 wallet to the USB and open Trezor Suite and Install firmware and then simply create a wallet.
But always remember this, not your key not your crypto so always keep safe your seed phrase on secret zone and do not share it to anyone. if someone get your seed then he can directly access your wallet and move your fund without any authorizations.
Honestly, it kind of makes me want to look elsewhere for another device. Why would you feel comfortable with your device connected during the most important part of setup(releasing seed phrase)?
Your question is completely understandable
However, even with your wallet connected to your computer, the seed is only being generated and displayed in your own wallet, it is not shared with the PC or the program
You're right to be paranoid, but you're safe with Trezor because that's the purpose of the hardwallet, to keep the seed only on the device