Alibaby don't stress too much, even though you are borderline I guess they still have to account for you understanding of safety.
I had one with my last baby and it was basically to be told that because BMI is higher that surgery is more dangerous, and higher chance of death if any complications due to intubation being more difficult on overweight patients. It is scary but I think supposed to be about educating you to try not to have an epidural as that can slow the natural progression of labour.
They were also supposed to locate the place on my spine - i think to save time in labour as large tertiary hospital, but it never happened.
You already know that you want a natural epidural free labour so im sure it will be short and sweet for you!