On the difference between welcoming and feeling at home: right here.
I would add that the reason it is impossible for them to be "at home" is because the entirety of the Divine Service is built around what cannot be seen and they walk in believing in what they SEE as real. It simply makes no sense and can make no sense to one whose eyes the Holy Spirit has not inwardly opened. We cry out to One who is not seen, but whom we confess to be truly among us as we gather in His name. We acknowledge the presence of unseen angels and saints with whom we are gathered. We claim to be washed in water tinged with the divine blood of our Redeemer, but it is unseen. We claim to eat and drink His Body and Blood for our forgiveness and eternal life, when all that appears is bread and wine. None of this CAN make sense to one whose eyes have not yet been opened, nor can they grasp how the profound encounter with His utter Holiness leads us to cry out in awareness of our all-pervading sinfulness and fallenness.