There are many reasons they do this.

From a psych view there is a thing called Imprinting...... it was actually discovered most prominent in geese. Baby geese believe their mother is whomever they see and have contact with first - regardless of what it is!! There is a belief that this bonding also happens in humans to a lesser extend so its called the critial period...... It helps with that bond and the baby learns your smell. Also..... both you and the bubs have been through a VERY traumatic event. And its a whole lot worse for bubs - they have been pushed through a little canal taken from a warm dark cozy place into a bright cold place. I would want some reassurance too : )

From a physiological point, other than the feed, your body temperature actually increases immediately after birth in order to keep your baby warm until they can regulate their own temp. It quite beautiful how the female body works .

I am sure that you wont even notice and will just be over the moon with your bub but like others have said you can always ask for him/her to be wiped first. That wont be a problem and no one will look down on you.

I didnt get much of a bf or hold in because for an hour AFTER the birth I was still vomiting and my BP was very low..... so I wasnt focusing on the muck I was focusing on holding her while vomiting without squashing or hurting her. In the end I had to pass her onto DH and the midwives.