We are not allowed to remove or size links, also not allowed to swap bands, this is to save time. You should get a feel of the band without having to size it, that's all the try on is for, getting a feel of the band, not "what EXACTLY will this look like on my wrist"
Surely anyone thinking of spending a large amount of money on the Link Bracelet (the most expensive band available) would want to know that it will *actually* fit them properly and feel good etc., rather than just get a quick "feel of the band".
The other bands are simple because they don't need re-sizing, but if you're trying on the Link Bracelet you *need* to be able to have the links removed to check the fit.
If I'd not been allowed to actually try the Link Bracelet properly at my appointment, i.e. if the staff member hadn't been allowed to remove links, then Apple would have lost a sale. There's no way I'd drop that much money on something without knowing that it would actually fit properly. I'd think that it would be safe to assume that other people would feel the same way.
OK, so you've been told it's a no no, but it seems that it isn't a hard and fast rule given the anecdotal evidence of various people in this thread and other threads, people from different cities and countries, who Apple staff happily removed links for and also allowed to swap bands completely.
Preventing people from actually properly trying the Link Bracelet, or preventing them from trying different bands to find what they like and what fits best, really goes against all the talk of the Apple Watch as a "personal" product and experience, and goes against Apple's famous focus on customer satisfaction. It makes no sense.