The reason that the film is applied to the copper first, is that exposing to UV  cures the film and causes the areas that were exposed to bond to the copper. The unexposed regions then simply peel away with the backing leaving behind a firmly attached etch resist in desired pattern.

If you cure the film prior to applying to the copper, you will not have an etch resist because the cured film will not have had anything to bond to. The process would be completely pointless as the cured film cannot be attached to the copper board after the fact.