I see that questions about the usage of 'so' have been asked, but none of the answers I've seen get into why.
I first noticed this on the Shark Tank show. One of the sharks will ask a contestant something and almost always they begin the answer with 'so'.
Since they come from all over America, I think they are being coached by the producers to do this. It bugs me, but I don't have a definitive reason why it is incorrect usage. In my dialect, 'so' at the beginning or within a sentence is equivalent to 'therefore'. (aside from it's meaning in sentences such as 'it's so much better that its in a different league')
Best Answer
It is not grammatically incorrect, although there is a lot of opposition to its use. Usually it is (in my humble opinion falsely) maligned as being non nutritional filler; ungraceful noise used to fill the period before someone is really ready to speak.
What is probably irking you, is that you're hearing "so" as a conjunction apparently missing it's former part, when really it's instead being used as an interjection.
Granted, it is actually fulfilling a similar role to a conjunction in that it's indicating a continuation of topic in your cited examples, but it can also perform the exact opposite function in introducing a new topic, so (hah!) don't get too hung up on that.
"So" acting as a interjection indicating a continuation of topic looks like:
And acting as a new topic indicator:
And more forcefully to get out of a topic you don't want to be in: