You prune it to arrest apical dominance of the top-most bud. The tree's hormones are different in the lower buds; the top-most bud gets the message to push UPWARDS. That hormonal surge can dominate all the
energy of the tree's growth. If you want a mere spindle, don't prune. Otherwise at this stage, you want to encourage branching. By nipping back the top buds, the tree divides its energy. Eventually, one of the new buds wins as the leader and goes straight up, but not before the others get a chance to grow.
However, I wouldn't prune it quite like the guy at the nursery said. I like to start mine about hip high. Michael Phillips says no lower than 28" to prevent fruit-laden branches from hitting the ground. Once you prune it (waste no time, do it right away before any energy gets wasted on those buds), choose 4-5 new buds right below the cut that are growing around the compass to keep. Rub off every time it sprouts below your chosen branches, just as soon as you can. Next year, you will have a mini-tree, with a new central leader heading up again. You might repeat the process to get a second layer of branches. If it were a larger tree, you might do it to get 3 tiers. In the third year, you can also think about bending branches downward to trigger fruiting hormones.
The first year we planted apples, I lallygagged on doing the initial pruning because it seemed like I was cutting off SO MUCH of the trees I'd just bought. That didn't do the trees any favors; now I do it as soon as I can after putting them in the ground. I have 75+ more trees going in next week and will hit them all with the pruners the day after I plant. I strongly recommend Stefan Sobkowiak's
video, the
Permaculture Orchard, and Michael Phillips
books, to learn more about caring for your apples.