All loaners I had so far from different manufacturers came with a contract to sign.

The Jolla C came with a T-shirt and a welcome drink instead.

Also, the device is not marked as property of Jolla, it's just marked as Limited Edition on the back cover.

Anyway, I suppose the only reason why you're warned against removing the protective cover is that once it's off, you won't be able to reattach it, and cutting out the holes necessary for a fitting cover would be tedious. I don't know if the screen scratches easier without the cover as I did not bother taking it off, and didn't actually notice there was a protective cover until I read it in the e-mail a few days later, so perfect it fits.