I work at a dealer and I can completely understand why cars need to be test driven.
At every dealer I've worked at, the techs work 8-5. Most of the cars are collected between 5 and 6. If the owner drives out and finds there's a fault, there's no techs to help, so they have to ensure the car is driveable before they hand it back. If they didn't road test a car, they wouldn't know if it was a tooth out on the cam timing or if they left a headlight connector off, for example.
As RedRobin said, they also have a legal "duty of care" to ensure your car is safe. All manufacturers make their dealers perform a 50 point check before working on your car, the last thing they want is to injure an employee or customer with a dangerous car.
Shame VW didn't test a Civic Type R when developing the Golf, those things are rev limited to 4 or 5k until the oil's warm!