Multisite installation with only one site needing UM functionalities

I am considering UM for my use case: a multisite installation where I only need UM functionalities on one of the sub-sites. Now, if I understood the docs correctly, I am supposed to start with Network Activation of the core plugin (not talking about any of the add-ons, at the moment), create the UM pages on the relevant sub-site and move from there.

What I’ve noticed, however, is that I get the notification to create the UM pages on every other sub-sites, which sounds very wrong (why would I have to do it, if I don’t need them)?

Any suggestions?

P.S. side note: I installed the plugin today, to test it, straight from WP, and it fails to load the icons (on both the admin UI and the frontend pages, where I created a simple login form, also to test it).

The page I need help with: [log in to see the link]