It is important to remember that we were all new to this once and things that are blatantly obvious now may not always have seemed so.
The milling machine is the only machine in most* model engineering workshops that uses a drawbar.
If you have never ever owned or used a milling machine before the prudent thing to do would be to read the manual before you use it. Helpfully, Machine Mart have the instruction manual on their website and you can download it in pdf format before you buy the machine. ** LINK **
So I had a read and tried to see it as a novice would. I think the instructions are concise and clear so a first-time user should have no problems. However, I can also see where a novice could go down the wrong path due to ignorance.
The instructions do clearly state that before attempting milling the drill chuck should be removed and replaced with a milling chuck. Section 8 ends with "…unscrew the draw bar completely until the chuck can be removed, store removed parts safely." Section 9 states: "IMPORTANT: before plugging in and switching ON, ensure all items such as chuck keys tommy bars etc are removed."
Since the only times the drawbar is referred to in the instructions is when removing or installing a chuck it is conceivable that a total novice may regard it in the same way as the chuck key and tommy bar, i.e. its only function is to install or remove a chuck. They may not realise that the drawbar is supposed to stay in place and that it is the one and only thing that keeps the chuck from falling out while the machine is running and possibly causing injury!
*Yes, I know, 5C collets. But not everyone uses them.