I just went through this exact thing (even having to install on my work computer). As others said, if you hit cancel like three times it lets you proceed.
Hopefully you didn't have to then do what I did: spin up a VM so the controller sees the exact bluetooth controller in windows, then go back and pair in Linux. It's extra work sometimes, but totally worth it to not be using windows.
His name is actually just spelled "Lore". And yes, it also took me embarrassingly long to realize this.