..for good reason. There was the minor legal complication of Brunhild belonging to Calvin Candy.

Django didn’t care and wanted to go in shooting , but Fritz Doc Shultz made the logical point if they got out of Candyland alive he- and his wife- would be hunted fugitives for the rest of their days. If and when Django’s luck ran out ,his wife would be “repossessed” and end up back on the slave auctions.

Thus the charade. The goal was to get signed legal papers proving Django’s wife is no longer a slave. With a side bonus of not gunning down a plantation full of assholes.