Initiative and Combat

According to RAW, it is easily possible to interpret the call to roll initiative as indicating the beginning of combat. This may require a distinction between turn order and initiative.
While combat is the primary use of turn order, and turn order is usually determined by initiative, combat is not the only need for establishing a turn order. Situations where the order of action needs some mechanical adjudication are a natural fit: chases, scenes where multiple groups may not be aware of one another, effects with recurring threats or damage, these are all reasonable uses of turn order to keep things in a solid mechanical cycle.
While initiative makes sense for determining turn order in some cases, it may be a matter of players choosing an order or some other roll (a save, a skill check, etc.) as the determining factor. This will be a DM judgment as a general rule, but as initiative reflects vigilance and situational awareness, it can be pressed into service as a catch-all.
As a result, players reading the call for initiative as a clear indicator of combat are likely to be misled by that reading at some point. Initiative is usually but not necessarily always a sign of combat, it may merely be the method used to generate a turn order when the situation may change rapidly.
As a player, feel free to inquire what your character makes of the situation if you're not sure what the roll is intended to convey. Most of the time, the DM will point out what signals your character is interpreting and how they're likely to take those signals to guide your interpretation.