You can still have very real, very painful contractions before you get to about 4cm - the cervix has to work so hard to get to that point considering how much has to happen - the cervix has to shorten if it hasn't already done so, it has to thin out to paper thin and then it has to become fully effaced. THEN it has to start to dilate - there is so much work for it to do.

ETA - Plus a lot of multipara's (women who are on subsequent pg's) will often be a little dilated or have a very soft cervix for some time before labour starts as well)