Loading the payload isn't a quick thing, it takes time and a lot of careful work to do. So doing it before the tests can save a lot of time and I'm guessing money.

Loading the payload also requires a load of work moving the vehicle about etc. If you want to be certain you didn't damage the vehicle in any way during all of that then you need to test again once the payload is attached.

Of course normally a failure during a test would be something like minor thrust fluctuations - not a complete loss of vehicle and payload!

Understood that mating the payload is a lot of work, but it is one hell of a lot less work than building a complete new payload.