I can state for a fact that the engines are not assembled at an elevated temperature.....
You can physically move the pistons by hand, but they not designed to run at idle (2000-3000 rpm) like that, as it causes uneven wear on the cylinder bore, and rings, until everything expands to correct clearances.
The issue is not with piston clearance as such, but rather bearing clearance on the crank, conrods, and camshafts etc, There is physically no gap to allow any lubricant to circulate, until they reach their working temperature and expand. Tappet (and cam follower), valve guide clearances would also be an issue I would think
As mentioned, making engines cold start doesn't make it more road relevant. These are precision racing machines, not production cars.
Our cars would run cleaner, be more powerful, and smoother if we didn't have to design them for cold starts, but its a necessary evil.