Because it's the way it is under EASA. Any EASA rating requires a course completion certificate even if no training has taken place. This can only be issued by the Head of Training of an ATO with the required approval.
For you to add the rating to your EASA licence you need to go to an organisation with the approval to train for it. The head of training will then issue the course completion certificate and the examiner will issue the test paperwork.
What do you the this is, the FAA?