Valid question but the POH does not make it clear why this check is done before turn on the avionics.
Maybe you found an error in it.
There is no other annunciation for this warning.
Maybe this check should mainly be made to turn on the warning horn even when this is not mentioned in the checklist.
A test switch, labeled TEST SWITCH, FIRE DETECT - UP, is located on the lower left corner of the instrument panel. When this switch is placed in the UP position, the red ENGINE FIRE annunciator will illuminate on the CAS system and the warning horn will sound indicating that the fire warning circuitry is operational.
A test switch, labeled TEST SWITCH, FUEL SELECT OFF - DN, is located on the lower left corner of the instrument panel. When this switch is placed in the DOWN position, the two warning horns will sound simultaneously indicating that the fuel selector warning horns are operational