Why use COALESCE in the sql4dm demo?

Is it not possible to create a table with a primary key and that is self-increment?

It is. But for the demonstration, I opted not to use that and instead show how to quickly retrieve a single value from the database.

It's a good thing to think about: how do you want the ID to increment? Automatic incrementing may be good in some cases but it does work against you when you want to know the id of the row beforehand.