Why do chemical reactions occur in a biochemical pathway?
Is it so that the amount of energy released can be controlled, so that not too much energy is released all at once?
There are several reasons.
From a chemistry perspective, chemical reactions, like the complete oxidation of glucose, take several steps. Glucose, as we all know, won't spontaneously combust upon contact with air because although the reaction with oxygen to form CO2 and H2O is thermodynamically favourable, there is an activation energy barrier required, which prevents the reaction from being fast at all. For the combustion of glucose (respiration) to occur at a useful rate, it needs to be catalysed by enzymes, and it so happens that the enzymes we have in our body don't catalyse the complete conversion of glucose to CO2; rather, we have enzymes that catalyse specific steps in the biochemical pathway.
Also, as you've said, if we combusted too much glucose in one step, we'd heat up way too fast. Combusting it step-wise allows our body to take in the energy gradually.
From a biological perspective, the energy released from each step can then individually drive further chemical reactions that may be useful, such as the motion of dynein motors across microtubules. This is in contrast to getting a HUGE spike in the amount of ATP produced.