Why is the first tile inactive in Burgle Bros?
The rule in question is actually spelled out precisely in the second printing's rulebook. Emphasis mine:


  Break in, step 3: Choose any tile on the first floor for your team to enter the building [...] Starting on this tile does not trigger any effects, such as setting off an Alarm, but after your first action, you trigger the tile's effects normally.


The first tile's effects are ignored when you first arrive on floor 1 for a few reasons:


Pregame setup does NOT specifically involve any player performing normal turn actions. This means some room effects that would otherwise occur if a player ends their actions in them don't trigger. For all game rules, they are NOT considered as having moved into the tile, just being on the tile.
In the case of an Alarm (E.G. Thermo), having the alarm trigger on the first turn would put an alarm token on the starting point, possibly causing multiple players to lose stealth tokens before they even had a chance to react when they otherwise wouldn't be in danger (in a four-player game, if the alarm occurred during setup, in order for nobody to lose stealth tokens, either an event would need to occur to disable the alarm OR the guard would have to be 10 spaces away (in total path length) for all four players to avoid losing any stealth tokens, as opposed to the 7 spaces away if the tile they picked were just a normal patrol destination)
Deadbolt in itself doesn't block all movement, it just requires 3 actions to enter if there's nobody there (guards count as a person there). Certain special movement also ignores the action cost (e.g. Walkway directly above a Deadbolt), and the initial setup also ignores this restriction because it's a tile effect.


If anything, that rule exists to very slightly tip the balance in the favor of the players by way of ensuring they're not screwed over by the first tile being an alarm tile. It also mitigates the potential issue of the first player automatically getting a Tool item due to the first tile being a Laboratory without any other player getting a say.