What larryboy said
In a turbine engine, the compressor rotor and blades heat up (and expand) much quicker than the compressor case. Set high power too soon after a cold start and best case is you'll rub the compressor blades resulting in permanent performance loss (there was an accidental accel on a cold engine while we were doing an engine ground test many years ago - the resultant compressor rub resulted in a permanent 20 deg C increase in EGT
). In severe cases it can result in a surge/stall and even break compressor blades. In short proper warmup is critical to the health of turbine engines.
At Boeing, we also do a minimum 5 minute warmup before setting power above approach idle, and similarly 5 minutes idle cool down before shutdown if the engine has been above approach idle.