My question would be, if the school has a gifted program, why don't they have their own testing program for it? Why are they sending you outside for it?

A trained psychologist can observe your child and make note of any issues that may have hurt his performance, so that's why, if you suspect any issues other than giftedness, it's important to use one. This can be especially important if the child is very young. Otherwise... it's just another test, and as long as the criteria for it being properly proctored are met, it can be done pretty much anywhere. In that case, Sylvan wouldn't be a problem, if that's a service they offer.