Which input device out of my total of one controller that is on?
On a console that has already asked me who's playing when I turned it on?
The console knows all that, but does the game know all of that too? I'm not a console developer but perhaps the game doesn't have permissions to know which devices are on, only which devices are sending key presses right now.
Talk to Sony about the ins and outs of the UX, not to me. But it accommodates the case where you haven't connected the controller yet.
I can't remember if it's Playstation or Xbox that does this, but the game can start out in a sandboxed state, and explicit user input is required for the system to grant it access to the gamepad and the associated user.