I think it's embarrassing and soul-destroying to be at an event where all you can hear is the speaker's footsteps across the stage as they head towards the podium. So "Please welcome..." is, in my view, just plain good manners
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Fair enough, although when I have spoken at conferences I don't think I've expected to be applauded before I've actually said anything!
If I were chairing a conference, I'd be inclined to say, 'May I introduce....' and leave it to the audience to decide whether to clap or not.
But perhaps I'm just being perverse and stuffy. Has been known.