As well as managing the try-on appointments in a manner so that people know they can turn up and try on a watch at a time they are available to do so, perhaps the appointments are also for theft reasons? Like using a demo iPhone in store its not as easy to steal, they're secure and someone would notice you trying to take one off the tables, however when you try on the watch the device is physically strapped to you and walking out would essentially be very very easy. But with appointments made via your Apple ID, Apple would have your info such as address, card details etc. It would be very easy to identify you by CCTV and the link between the appointment and your details. Sure you could make a fake Apple ID and no-one would know, but it makes sense as an extra security option in place for Apple.