The problem with putting the training before Palpatine’s Office is that Star Wars almost always follows a strict continuity of introducing characters where they are introduced and themselves meet or otherwise introduce more characters. The only place in 1-6 where this doesn’t happen is Vader on the Death Star in ROTJ transitioning directly to the droids, but even then a transition was scripted and filmed.

It also seems strange that Anakin would sense Padme’s distress and not even comment on it.