When a Psyker with high warp heat enters a cutscene, negative warp anomalies continue to spawn, and some can be deadly. Some monsters, notably the big Nurgle daemon, will immediately attack once on spawning with a big DOT path attack that can kill you. Apart from that, you can take straight damage from new warp anomalies, or exit the cutscene completely surrounded by Warp Spawn.

Suggestion 1: No warp anomalies spawn during cutscenes
Suggestion 2: Warp anomalies spawn during cutscenes, but you take no negative effects from them, and Nurgle Daemons in particular do not use their DoT path AoE attack when they spawn.