Rae Mix, don't be sad. Truth is that they are actually concerned about your safety (well at least Sombra and Tristie are) and don't want you to get in over your head before they can give you proper combat training and defensive skills. Besides if you got hurt or anything bad Sombra wouldn't be able to throw a "welcome party" for you.
That's a small twist...usually the newbie jumps right in & gets their flank handed to them, then starts practicing for the repeat performance, where they turn out better than the veterans. We'll know next fight!