Part of it may be inexperience...if you've not been through anxiety issues yourself...it is hard to relate to someone who does.
Another reason may be that they don't want to plant a negative expectation in your thoughts. The power of suggestion is real, and maybe the doctor wants to avoid side effects manifesting themselves somatically?
There is a fine line though! Yes, you don't want to anticipate feeling rough during your start up...
...but on the other hand, knowing what could possibly happen is a good thing, and helps you understand and prepare for what could be.
A doctor who can find this balance is a keeper.:)
Keep working for your recovery, all!
S.C.