My 328xi definitely drives different for a few minutes when taking off directly from a cold morning start. I read that in the manual also ("don't warm up") and it kind of creeped me out from a pure physics perspective - after sitting in freezing temps all night, GRAVITY will pull oil to the pan, and TEMPERATURE will cause oil to thicken (to a point). I just don't see how cold thick oil in the pan can do the same job as warm juicy oil being pumped all over the place... but who am I to argue?
My new routine: Start. Buckle. Gas.