Considering Apple can build millions of iPad covers in all colors and types, it would seem logical that watch bands aren't harder... yet the struggle continues.
It would have made much more sense to sell the watch on its own with a free standard band and then have upgrade bands you can custom order/pickup in store rather than having every single order a custom order all together where that watch has to be pieced together for each person. Silicone watch bands can't cost Apple more than $0.50 cents to manufacture.
Another possibility could have been to have when a person selects to purchase say a stainless steel milanese, that person gets 2 boxes, one box has the watch itself and the other has the band. This would make it so there wouldn't be an entire assembly line of people assembling watches to bands all day and instead could be focused on building more watch units while machines build the bands, box and sort them according to ordering. Production could have been twice as much as it is right now.
People assemble their desktop computers when they buy them plugging in cords. They could easily be able to attach watch bands to a watch as part of the process when they get their watch.