Those that live in cold areas (as i do) see and probably do this all the time (i used to as well.) Its cold out and you have probably always been told that you need to "warm" your engine before you drive off by letting it sit and run. While this may have been true for carburated engines, this is not true for fuel injected ones.
Fuel injected engines are completely computer controlled and the computer knows when the engine is cold and adjusts accordingly. They were designed to be able to run with the engine cold.
remember, if you're just sitting in one spot and your engine is running then you are getting 0 mpg.