You need several tools. Setting up disc brakes poorly will result in forever noise. Setting up a headset is the most critical job in the mix. If you don't get that just right, you will have a high speed wabble that can get you hurt.

The work is not particularly hard, there is just a right way to do it all. There are lots of little tricks that each mechanic may have. And in a shop, jobs like setting up a headset are easier because the mechanic has spares to simply swap parts if they need a shorter or longer stem bolt, or a spacer that is a few millimeters taller.

I think of all the tasks as super easy, but I'm also an advanced Maker type that has built hotrods, painted cars, and worked in machine shops.

Most bikes come mostly assembled. You're paying for the peace of mind to have a solid riding experience from the start, and to know it is safe. Good tools go a long way too, and those are expensive relatively speaking.