I had (have) the exact same issue.... I really do not want any assistant listing in my home and had to factory reset my speaker(s) many times to find a loophole..........
I have spend hours trying to setup without. It's very easy if you just use the Apple Home - BUT then you'll not be able to access your A9 (or any other B&O speaker) thought the B&O app!!!!🤬 (app version 3.13.5.36843) (I can read that in this new update they force you to use the Goole Home)...AND lastly (at least in my case) it's impossible to disable the Google Assistant afterwords (other then muting the mic = red lights.....🤦♂️) (Note I also have a couple M5's and these were extremely easy to setup and disable the Google and everything...)
BUT I figured out a way around (it might take a couple of tries)
1. open B&O app and follow instructions
2. setup with Google Home
3. When it's time to "give your soul and first born to goole" click Yes / accept
4. quickly exit the app => Close completely
5. Go to the B&O app and continue the setup --> Google assistance is now disabled and is not shown in the Goole Home App🙌 but you'll be able to use the B&O app to control the speaker settings etc.
ps. IF you don't care about the B&O app and their settings, then it's extremely easy setup using Apple Home application. BUT then you won't be able to add the speaker(s) to the B&O app (except the M5)