Thanks, @lcminchew ! That's so confusing. Don't know why they say "do not sign before appointment."
Because it's a generic form and the application process is different in different countries.
In most countries (and if you use the $2,000 premium service in the US), you submit your biometrics and documents in person at the biometrics appointment...therefore you sign the checklist at the appointment and hand it over with your documents.
However, in the US, most of the time, biometrics are submitted at a USCIS Application Support Centre and the documents and checklist are uploaded before the appointment. The biometrics are done by US immigration on behalf of UKVI, so they have nothing to do with your visa application and don't even care what visa you are applying for, which means the checklist is irrelevant for the appointment. They literally just take your fingerprints and photo and send you home. Nothing more.