Scott, it really doesn't have to do with a "safety" issue (although Steve and Ed have very valid points on that subject); what it really boils down to is functionality of an electric smoker, and meat temp.
Here's what I mean: First, if you use a stick-burner, or other "fueled" smoker, you must prepare it in advance. You can't get charcoal started with meat on the grill, right? No choice but to preheat. With the SI smokers, the idea is to close the food inside and not open the door during the smoke - it's a controlled environment, and you want to reduce wild temp swings and too much air in the box during cooking. Much more efficient that way. Avoid opening the door as much as possible.
The other issue, on functionality, is smoke penetration of the meat. You know how we normally start with "room temp" or cool meat on a regular smoker? That doesn't work with these smokers. You need to start with cold meat, in a cold smoker, because the meat will warm to almost room-temp by the time the smoke starts rolling. It normally takes 15-20 min to start seeing smoke, so if you start with room-temp meat, it's going to cook for 20 minutes before the smoke hits it. Since meat only "absorbs" smoke until it hits about 140-degrees, you want to maximize the time spent "in the smoke" up to that point.
Of course, I could be wrong. ;D
