Why do most promotions say "Purchase Not Necessary"?

I bought some McDonald's today and saw that they started up the Monopoly game again.  Behind the little piece it said "Purchase Not Necessary".  I know I've seen this on other promotions before, but how would I go about getting a piece for free?  Can I just walk up to any McDonald's and say I want a game piece, but do not have to pay for it because they told me I don't have to?  Would I have to mail them something?  But if so, I would have had to buy a stamp, thus still requiring some sort of purchase.  Please explain this to me.
In general, promotions that say "Purchase Not Necessary" are intended to let people enter the promotion without making a purchase. [1][2] Companies that sell physical products put sweepstakes entry game pieces inside of the products or details printed inside of the packaging so that a purchase must be made to access the promotion. [1] If you're running a chance-based prize promotion in a country with No Purchase Necessary Laws, you can still ask users to make a purchase as long as you offer a Free Alternate Method of Entry. [2] Alternate Methods of Entry are free and easy ways that users can enter promotions instead of making a purchase. So if you're running a chance-based promotion that lets people enter by buying your product, you should make sure you also offer a free way for people to enter instead of making a purchase that awards them the same number of entries. [2]
There are several reasons for promotions that say "Purchase Not Necessary". The No Purchase Necessary or Enter to Win law, also known as the Lottery Law, is a federal law enforced by the Federal Communications Commission (FCC), the Federal Trade Commission (FTC), and the USPS [1, 2]. In order to stay in compliance with the law, there must be an Alternative Method of Entry (AMOE) to the giveaway that does not require a purchase [2, 3, 4]. Usually, this will entail mailing in an entry or even calling a hotline [2, 3]. In the case of McDonald's Monopoly game, I was able to find their AMOE where you could enter without buying a piece [2]. Overall, promotions that say "Purchase Not Necessary" are allowed as long as no purchase or consideration be made in exchange for a chance to win [1, 2, 3, 4]. 