As a former day-care director, I can explain some possibilites.
1) Centers are required by law to maintain certain ratios (# of kids per teacher) and if you just show up, that may cause the staff to be out of ratio.
2) Security. Most want to know who is in the building and when, especially unfamiliar parents. I always asked that parents wanting to see the facility to schedule an appointment so that I could show them around, explain the program and the rules. This way they also had my undivided attention. Parents already enrolled in the program were free to come whenever they pleased, in fact I encouraged it. I mean think of it from an enxisting parents point of view--how would you feel if complete strangerrs just walked into your child's day care facility and "looked around"--this person could have plans of kidnapping a child and without an employee with the visitor, what's to stop them. In today's world, you cannot be too safe.
3) Some centers that are corporately owned may require apointments so the can track how many visitors turn into customers or maybe a result of thier insurance/liability policy.
I wouldn't be turned away from one that required an appointment to check it out--in fact I would prefer it, from a safety standpoint.
Hope this helps and let me know if you have any other questions.
M.