Only in the most dire of "gotta go right now" circumstances would I not preheat my engine. I like to see at least 50F oil temperature before I start in the winter.
That said, I NEVER put multi grade oil in my engine, I have had terrible experiences with it. So it's only fair to get the 80 grade oil to the temperature it should be, before demading it lubricate freely...
Yes, when I worked at the engine shop, we did see damage which we attributed to very cold starts, and no lubrication at the beginning. You know how it takes longer for oil pressure to indicate in the cold? It's taking the same longer for that cold oil to work under pressure, where you most need it to lubricate effectively!