Just like when we test software, they want to have everything as close to what they would expect on launch day as possible (2 days from now). All the stresses, the structure, etc. That means putting stage 2 and the payload on top of the main rocket before the test starts. They probably did a lot of tests before the payload was on board as well, and those didn't reveal whatever flaw has caused this issue.

Yes, it sucks that the payload was lost but there will have been insurance to cover the loss. No human lives lost, no cruise missile scenario, no out of control fire... this is the best case scenario for a rocket failure.