The person brought into a conversation should not have to guess why everyone stopped talking.

Silence at the moment of arrival is louder than whatever was being said. Someone walking in on a hush will fill it themselves, usually with the worst available explanation, and no reassurance offered later quite removes that first impression. The group knows it was harmless; the newcomer has only the pause to go on. A gap in information gets filled by whoever has the least of it.

If a conversation stops when someone comes in, tell them plainly what it was about; even a partial answer is kinder than an obvious change of subject.