For most machine, the shop temperature should be around 68 to 70 degree .Sluggist operation of components that work with air and hydraulic can be effected.
If the Mill is engage using air pressure chances are there could be moisture in the air lines. The best solution would be to have an air dryer on your air system and make sure your shop is warm enough.
Also I would recommend a warm up cycle program before doing any work with the machine.
Hope that this may help in your problem. Temperature is a big factor and I do suspect that it is the cause of your problem at this time.