If the engine is cold it will be in high idle so you can "drive" at slow speeds without even using the throttle. As stated, when it is below 0°f it is a good idea to allow the engine to run for a short time to get things loosened up and fluid moving. Dont forget that the transmission can receive just as much wear in extreme cold.
I regularly start the car and throw it in drive within 3 seconds. Immediately after firing the engine is running too fast imo to put it in gear.
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