not saying this is wrong, but i had a car years back, corolla GTi -16 and its manual said DO NOT start from cold and leave to idle, simply start up and drive in cold conditions gently. basically applying the mechanical sympathy logic...
plus if you ever let a car idle from cold, especially a tdi it will take days to get up to temp in minus deg outside temps....
AFAIK there is nothing at all wrong with starting the car and driving away straight away but drive it gently
ps, not trying to start an off topic conversation either...