Did you watch the documentary? Him and Ib (his manager) had an interesting convo about how the first song you hear from an album has a heavy influence on your viewpoint on the album, and how perhaps going in blind is the best way for people to simply enjoy an album as a full body of work. Immediately after that convo the footage for False Prophets starts.
It's not about being scared. Tho I'd be curious to debate the issue with them. I mean, won't the fact that these tracks aren't on the album lead to it clouding perceptions too? People will say "the album wasn't as good as the leaks" or "I wish the leaks were on the album" or whatever else. It's an interesting debate.