If you pause at the frame right before a cutscene start, you can actually walk during cutscenes.

Using this before the Alpha Wolf fight allows you to go to The Needle straightaway, progressing the story without beating the wolves.

Although, I can't perform this consistently.

Even if we can, I don't think it'll be faster for Any%. You'll have less exp for your future fights. Biggest problem of that is probably the fact that you'll be level 16 instead of 17 before the Leroux Soldiers fight, which means you don't have Aria's Early Protection that makes the Soldiers fight consistent. (Haven't really tested this though)

Yes I think skipping Alpha is bad because you will be underleveled and yes, no early protection.