Because certain parts should not be exposed to the outside until assembled or they need to be cleaned again. You want clean welding joints and seems where you glue things together. Certain glues or compounds don't work well in certain temperatures/humidities, you want a controlled environment.

It also implies a sort of amateurish, poorly thought-out, cowboy attitude not generally associated with an expensive item like a Tesla.

As long as it isn't painted in the open I think it's ok. Although driving an assembled product in the open is a bit different still than the assembly parts.

I mean if you have a waterproof smartphone and it was made under water (I know, taking it to the extreme here)...