Yeah...I remember that. I also remember where I took the time to completely disagree with this advice, and provided data points to back it up...i.e. I have broken in quite a few engines in cold where (and run them in cold whether), etc. and my engines run fine. If tuned correctly, the temps in the combustion chamber will remain the same. The accurate advice is to ensure heat is applied due to the components being tight. A simple search on the web will back this up, I'm sure.
You (should) know there are a myriad of reasons that someone cannot start their engines (especially someone new)....but breaking it in in 30-40 degree weather---assuming it was properly broken in is not going to suddenly fry and engine---at least I've never heard of that. If someone can point me to explicit examples where properly breaking in an engine in these temps ends up killing the engine, i'm open to that. Until then, I can tell you my experience, as well as the experience of many others I know.
OP...you have the right to listen to whomever you feel like. However, I learned a long time ago....be very careful on whose advice you take.