OP, I have had a lot of evaluations (speech, psych neuropsych, OT,) with two kids who have special needs and this does tend to be the way--or at least one of the ways. If the evaluation is longer, I think most people would want to observe the child with you first, create more of a comfort level, and then perhaps separate. However, if the evaluation is relatively short, the evaluator probably wants to maximize the time and skip the warm-up. Most children behave differently around their parents, rely on them to understand them and even communicate needs. It makes sense to observe kids in a different setting. That said, absolutely every therapist understands that a separation with a stranger is challenging--can be very challenging--and they will understand your hesitation and the child's. You say that your therapists isn't even pushing it. I think that they tend to believe that they will get the most from--or at least the most accurate impression of--your child if you aren't there.
As for your feelings, most parents feel uncomfortable the first time someone takes their child into another room without them. I know I did in every therapy situation I have experienced. It is hard to place trust in a stranger. After a time or two, though, when I have grown comfortable with the therapists and the situation, I have looked forward to the restful times and opportunities to talk to other parents. It can be the highlight of my week!