In the 3 year study I was in none of us sat around in the waiting room very long... it is a study and you are not made to wait like a regular doctors visit.
I would never have thought to ask another patient why they were there. Multiple studies are being run at each facility. Not only do you not know who is in your study the others may not know if they are on placebo or not. Certainly in this study they might, but not in all.
As a society we are taught to respect the privacy of others. Initiating conversation about health matters might seem to be a bit intrusive. Although I would not mind if someone approached me on the subject I certainly would not approach others.