To set up or assemble your gear at the beginning of a trip out has many advantages. It allows you to familiarize with it if you have not been diving for a while. Or gives more time to find a solution in the event of a problem or breakage. Also for night dives, to set up with the natural light will be much more helpful than any other source of light.
By setting up your gear early you will also have more time to check if each part or component is working properly. For safe divers, it should be part of every dive but also be done with attention, taking the time to do it properly.
Being excited and going in a haste is a good way to forget things. Preparing ahead is also a good way to make sure nothing is missing.
It is also a good time to figure out how much weight you might need with the equipment you will be using.