Not completely surprising because "gnome-initial-setup*" is not part of the MATE desktop.
Trying to remove something that is not installed is not quite effective.
The same outcome for trying to disable a service that is not running because it's not even installed in the first place.
The easiest ways to disable "Welcome" are either:
- in "Welcome" screen untag "open welcome when I log on"
or:
- Go to startup applications (in control panel) and untag "Welcome"
If you want to uninstall it completely:
snap remove ubuntu-mate-welcome
sudo apt purge ubuntu-mate-welcome