When scheduling a cycling training plan, why warm up is structured with several intervals like if it were the actual session? sometimes even harder

As it says a warm up. It will exercise all muscle sections... I tried a ride in zone 2 and found it really hard. And I didnt manage it. After reading I found I had heart rate zones where incorrect. Had it set at all time athlete. Rather than pie and pint eater. So check your H.R.Z. if you are struggling with warm ups.

With the zones your H.R. is delayed. It takes time for the heart to react. It's not like electricity where you turn it on or off.

Hope that helps