I can't speak for the RSD PT , but for my RSI/TOS PT they always used heat, then ultrasound, then some massage & /or E stim of some type before moving on to the more active therapies. And only to what I could tolerate with out pain increasing.
Then a cool down time also.

For RSI & TOS we usually say don't push yourself, baby steps will get you where you want to go more than overdoing and making yourself feel worse.

I totally agree that a warm up time and cool down time is needed, and all therapies should be only done to what you can tolerate with out pain increasing, and nothing more than that.

If /when you go back they should assess how you felt after the last session, if they do the same exact treatment plan again - I say run away -go somewhere else.