Apple are anticipating the rush at it's stores and the fact that the Watch will have some unique ways of interacting with a tiny display.
It troubles me somewhat that Apple feels the need to do this. Traditionally their UI was so intuitive that you didn't need a 'manual'.
I can see why they're doing it but I'm worried that the fact they have shows they're not confident in what they're releasing. I guess only time will tell.
UPDATE: I've been thinking about this more... I think that Apple never needed to give out a manual because traditionally the people who were buying these devices first were people like me (and probably you) that are used to 'playing' and 'discovering' with new tech. Whereas now, they find themselves much more in the mainstream and therefore the 'average' user maybe isn't so adventurous. It wasn't so long ago that for the fist few weeks of a new piece of Apple tech came ut that I spend my first few weeks just showing it off to everyone i met. I suspect that more people will be buying theses things than the original iPhone or iPad.