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By law and since 2 years, schools need to have a transfer to accept new student. This is why your school is asking for one.
If my memory is not too bad, under grade 2, you don't need a school certificate. This might need the reason why you never have been asked.
Ask for one and hand it over to your new school when you have it. It is more a paperwork thinghy than something that will determine if they take your child (unless you can't give a school transfer certificate)