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Yet post-trained LLMs are inherently conservative, and reward-shaping RL (e.g., GRPO) struggles since it only re-weights what an already passive policy samples. We show that conditioning on the user's latent concerns unlocks proactive capability that no amount of sampling can undermine, establishing these concerns as a pivotal training-time signal. To operationalize this finding, we build the \\textbf{Cognitive User Simulator}, which models each user as a stratified persona comprising observable external traits and hidden internal concerns. The simulator produces faithful and diverse interactions, while emitting per-turn state dynamics that track persuasion progress. 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To operationalize this finding, we build the \\textbf{Cognitive User Simulator}, which models each user as a stratified persona comprising observable external traits and hidden internal concerns. The simulator produces faithful and diverse interactions, while emitting per-turn state dynamics that track persuasion progress. 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