Debates are not formats that any candidate wants to go into flying by the seat of their pants. The moderators delight in framing questions in a way designed to stump the candidates, or draw special attention to their shortcomings. Some candidates are not really good at open debating, and so practicing is important. In this case, neither candidate is a star in the debate forum, so the opportunity for disaster looms over both of them.
For instance, if the moderators ask McCain a question about a bill he supported five years ago and its consequences he had better be cognizant of the smallest detail about that bill. In a country like ours, where our politicians deal with an unbelieveable amount of legislation, that can be a trap that slams shut and causes a candidate to look stupid while they stand up there searching their mind for an answer. Unless you have total recall yourself it shouldn't be hard to understand that scenario. One false step in a Presidential debate can turn an election around. It's a minefield and we watch the debates just waiting for one of them to screw up. No wonder they study up or practice their skills, who wouldn't?