Ok, I admit my last point was a bit stupid. Here's the thing though. Nebby was around for only the first two kahuna battles, and was watching you fight the final boss from a distance. You weren't even fighting the final boss themselves, but rather their Pok?mon; and in the end Nebby was the one that protected you from her. Given how weak of a creature it was when it was Cosmog, it probably didn't even have any concept of what was going on when it did see you fight. The only thing that Nebby knows at that point is that he was stronger than the final boss, and that you were strong enough to fight the Pok?mon of the final boss but not the final boss itself. If you want a reason for why it wanted you to fight them before it joined your party, then that is your reason.
Also, the way it was set up really isn't like "omg Nebby loves you quick catch him" where it is Lillie forcing you to battle Nebby for no reason. Lillie wasn't a real trainer, so she wouldn't be able to give Nebby the fierce battles that it wanted (how she described it). You fight Nebby because it wanted to fight you. The RotomDex itself even tells you right before you battle Nebby to "do your best so you can be found worthy as a trainer"; backing up my point that Nebby wanted to see how strong you were before it joined you. The way it is set up is that Nebby wants you to prove your worth as a trainer by battling it, Lillie is only telling you to fight him because she understands how Nebby feels and she knows herself that Nebby wanted to fight you.
Care to test that theory? Last I checked it took me a good hour of work grinding levels in the Poni Gauntlet in order to get it to the level I needed to evolve it into the cover legendary; I'm not sure how you consider that less working than catching a legendary with a base catch rate of 45 and a 27% chance of catching when it is left at just one HP alone in a standard Pok?Ball. According to Serebii.net, this has been the case with mascot legendaries since BW as well. It's not exciting work but it is work nonetheless.
Let us not forget that without sites like Serebii.net to tell you where to go, you'd pretty much be completely clueless as to where to go to get the free Cosmog or that it is even an obtainable Pok?mon to begin with (since the Pok?Dex doesn't list them on the same screen as Solgaleo and Lunala). Chances are, you probably don't even know that an alternate world exists either unless you accidentally stumble across it during the 12 hour window when it is open. So finding Cosmog on your own is also part of the effort in getting a useful legendary, and not just grinding levels to evolve it. If you are so worried about legendaries taking effort to find or obtain, then you wouldn't even be using guides to help you find them in the first place.
My main point in all of this was that Nebby knows who you are and that is why he shouldn't be fought like every other cover legendary. Since the beginning it's always been that you have to fight a wild Pokemon to weaken it and capture it, but sometimes if you bond with a wild Pokemon it might just join you without having to fight; it'll just jump inside a Pokeball and become your partner. I'm referencing the anime in this instance so it's obviously not a part of the game, but you get the idea. Nebby does want to fight you and all that, but I was saying that I don't understand why it didn't just join you seeing as you've already bonded and he liked you. Not sure why this turned into an argument.
I'm not really sure how you level your party, but it only took me about three battles for the first evolution and about five for the final along with a Rare Candy or two. I'm not sure how fighting a legendary compares to simple levelling but it's obvious fighting a legendary is more work. Low catch rate means you could spend hours fighting and chucking balls even at 1 HP and asleep. Not to mention how an Ultra Ball nearly captures the first time then doesn't even shake once the other times. Plus you have to spend all kinds of money for potions and balls just for the fight meaning if you don't have money you have to go earn some. When I hatched my other two starters it literally took me five minutes to level them to their final evo.
Oh, so Cosmog went from a being "worse than Magikarp" to something incredible you actually have to work for? AKA what I said all along? I'm sure you'd find it eventually anyway seeing as back in the day there weren't sites to tell you where to go, you simply heard about it from your friend who also played the game. How do you think people found out about it anyway? They probably waited around unturning every stone until they found the event. Nowadays you can't so much as go online without hearing every secret about every game.