Tension is built by how characters react to things.
A monster appears.
We're given information, but how should we react to it?
The hero shrinks down as low as possible behind the sofa, praying it doesn't spot her.
Ah! We're supposed to be scared of the monster. Versus...
The hero jumps forward, knocking a boot into the monster's toothy maw. It flies backward, crashing through the wall before snarling its way back to its feet.
Ah! This is a fight scene, and the hero starts with the upper hand.
Having other characters in a scene lets there be multiple perspectives. You can have your audience character(s) react how you want the audience to react, and contrast those reactions with your main character, who takes a different (more heroic path).
The introduction to MI:5 does this expertly: Benji, Luther, and Brandt are all reacting (more or less helplessly) to the fact that "the package is still on the plane!" They're clearly stressed and unable to do much. The audience is tense: what's going to happen if they can't figure this out? Then Ethan Hunt shows up and he's got a (crazy) plan. The team comes together with Ethan at the helm. Hijinks ensue, and the plan (barely) works. Even the final shot with Ethan, where he gives a "yeah, this is a terrible plan" look to the soldier on the plane, is in and of itself a reaction: finally, we see that the hero knows just how ridiculous this situation is, but he does it all anyway.
There are other factors at play here (the ticking clock of the plane taking off with the package is also key), but having the secondary characters show us how we are supposed to react to the situation before introducing the hero's perspective is an elegant way to take the audience right where the director wants them to go.