Being told "the FBI has decided to talk to you without a lawyer present" has a small but entirely real chance of resulting in personal or professional harm.
Also, I don't know where you got "in the head" from.
If we're going to veer into dumb analogies again, this would be more like driving to work after somebody leaves you a voicemail saying "I'm going to be suddenly braking in front of your car for your entire commute".