In this post by Steve Haines, Jane Shaw talks about the "why" of chatting first and orienting a bit, before going into a therapy session.
Safety comes first.
If you walk into my therapy room for the first time, naturally your body is more alert to what's going on all around, as it's novelty. "Aha, what's that over there?" Sounds, smells, visual cues, the whole sensory mix we take in from our surroundings, the body evaluates in terms of potential threat. The body then orients to what action might become necessary, such as escape routes. So as Jane points out, I don't sit between you and the door.
If you walk in and immediately lie down on the table with no attuned conversation, instead of your body moving gently toward more regulation between calm (also called "rest and digest") and alert (where energy is mobilized for action), the response may in fact be freeze or shut down. But when we engage socially first, the myelinated -- faster -- part of the vagus nerve, according to Steven Porges, lets us take the high road of modulated response. Less need for a fight/flight response. We can be curious about what might happen next.
It's not the environment itself that makes you feel safe, it's all about perception. And how your body perceives safety depends on what your senses are processing. So we slow it down, give it time to integrate.