Schengen refusal reasons for insufficient evidence. Poland embassy

They would not exactly refuse because a document is missing per se. They would refuse because, say, the purpose of your trip is not clear or you haven't proved you have sufficient financial means.

In fact, apart from refusals because you are considered a threat or have been banned from the Schengen area or used a counterfeit travel document, the language on the form is always along the lines of “proof of this and that was not provided” or “information about this was not reliable”. So there is really no distinction between failing to meet the underlying requirement and failing to provide proof. The logic is that if you don't produce documentary evidence that you fulfil the requirements, they can do as if you did not.

But if you haven't formally submitted your application yet, you can always give up and get another appointment later. Some consulates will also give you a short delay to provide additional document so if you have merely forgotten something at home, nothing is lost and you don't need to restart from scratch. But if you don't have the document yet that would not help.