I guess I'd then emphasise that initiation requires a kind of implicit, blanket consent to the experience - a bit like going to a Halloween walkthrough or an immersive play - and if that isn't the kind of person you are, then likewise this initiation (and group) is not for you.

Yep. And I think that's one of the best things you can do.

(Also, initiation is different for everyone, so the other challenge is not setting up expectations for someone that may not be true for them for whatever reason, even if the initiation 'takes' well.)