Just getting started with unit testing a controller extension and I have found a lot of good tips on this board.  I'm still not so sure I understand a testing pattern I see frequently.  Namely, the creation of the PageReference object.  For example here is a simplified version of my extension

public class AppointmentControllerExtension {
    
    private ApexPages.StandardController standardController;
    private final Appointment__c appointment;
    
    public AppointmentControllerExtension (ApexPages.StandardController stdController) {
        this.appointment = (Appointment__c)stdController.getRecord();
        this.standardController = stdController;
     }
     
    public String getStudentName() {
    
        String studentName = 'Not Found';
        
        if (appointment.Student__c != null ) {
            Student__c student = [SELECT First_Name__c, Last_Name__c
                                    FROM Student__c
                                   WHERE Id = :appointment.Student__c];
            if (student != null) {
                studentName = student.First_Name__c + ' ' + student.Last_Name__c; 
            }   
        }
        return studentName;
    
    }
    
}

 And the corresponding test class

@istest
public class AppointmentControllerExtensionTest {
          
    public static testmethod void testStudentName() {
        
        String firstName = 'First';
        String lastName  = 'Last';
        Student__c student = new Student__c(First_Name__c = firstname, Last_Name__c = lastName);
        insert student;
        
        Appointment__c appointment = new Appointment__c(Student__c = student.Id); 
        insert appointment;
        
        // Instantiate VisualForce Page - but why?
        
        //PageReference pg = Page.Appt_New;
        //Test.setCurrentPage(pg);
        //ApexPages.currentPage().getParameters().put('id', appointment.id);
        
        // Instantiate custom Controller
        
        ApexPages.StandardController stc = new ApexPages.StandardController(appointment);
        AppointmentControllerExtension ae = new AppointmentControllerExtension(stc);
        
        // Test get method
        
        String studentName = ae.getStudentName();
        System.assertEquals(studentName, firstName + ' ' + lastName);
    
    }
   
}

I have commented out the references to PageReference and the test runs just fine.  So...what is it that I am missing when I don't include these three lines?  They must serve a purpose, right?

Thanks for any insights you can provide.