Why do some protocols require prewarming a liquid medium before inoculating?
It's because E.coli BL21(DE3) are competent cells. The competent is the key here as the cells were chemically treated so the transfection can be performed by heat-shock with high efficiency.

This means these bacteria are quite fragile, due to the chemical treatment, and therefore are very sensitive to both mechanical and thermal shocks.

Pre-heating the media simply avoids damaging the cells and maximizes the growth rate.