Go to steam, right click the game and browse local files.
Navigate to something like Deep Rock Galactic\FSD\Content\Movies
and delete (or move) them.
I’ve played other games with annoying intros. Normally, deleting the files means the don’t play on startup.
Where they are depends on the game. A quick Google found this solution.
You will probably have to re-delete them after an update, and after running a “verify local files”.
I’ve done this with EAC games without issues (incase you are worried)
To be fair, I heard a lot of rumours about it not coming to Xbox because Microsoft required parity of features.
So, I can understand your misreading