The BitBox02 and BitBoxApp use end-to-end encryption when communicating, to avoid others from sniffing the USB communication and learning about your transactions. In order for this to work, the app and the device need to agree on a key first, which is validated by the user (the "Pairing code") when using a combination of app and device for the first time.

When you use an external wallet application through HWI (Hardware Wallet Interface), this pairing cannot be done by the external app itself. This is why you have to pair the BitBox02 with the BitBoxApp first, before being able to use HWI supported wallet apps such as Sparrow Wallet or Specter Desktop. 

Some applications, like Electrum, MyEtherWallet, Rabby or Liana, integrated the BitBox02 directly, which is why pairing can be done through the external app, without the help of the BitBoxApp.