Some dealers have this as part of their reservation process to try and flip you to financing, some don’t hear “cashier’s” when you say check (or know what it is) and think it’s a personal check, which would require a credit check. I had a similar issue with a very “no games” Subaru dealer this past summer (and then when my car arrived late on a Friday and I couldn’t get to the bank before going to pick it up, I ended up financing).
Whatever the case, your credit bureaus should always be frozen, then a credit app can’t be run until you thaw them