We all learn a way to initiate the PSR and trigger the subconscious to have full control of the mind. Often by simply stepping into the shot.
I would guess that many (if not most) of today's Pros learned in a hall over many hours and that they found you can "trigger" the return to conscious, thinking mode by picking up the chalk.
Notice how many pros "stop" and think when they pick up the chalk. Once you have learned this technique it becomes a favored habit and you then prefer the chalk on the table because that is the way you have always done it and it works well.
BTW notice how often a Pro will get exact position and then move to the shot with little (but some) attention to chalking. When they are stumped they spend more time chalking the cue,
On the flip side, snooker players carry their chalk and take it out for the same reasons.
I bet if you left the chalk on the table for a snooker player it would disrupt their momentum, Removing the chalk from the table would disrupt pro pool players.
So neither way is "correct" it is what one has learned. I also think that we learn many thing that are not in our immediate awareness when we learn them.
For instance, can you tell me why you prefer redheads, blonds or whatever?