This is not recommended.
A cold machine has greased bearings coated in grease that is not evenly distributed...warm grease was slowly pulled downward by gravity the last time that motion was turned off and after a few hours it needs redistribution to even out.
A cold machine has smaller steel compared to the thermal expansion that a warm machine undergoes, so to build a high performance machine, the OEM has designed it to function in the way that is recommended.
Some things, like spindles, are intentionally made "ever so slightly" loose, and close up during warm-up. They could make it perfect, but then running temperature would still expand the steel, only...there would be nowhere for it to go.
Some things, like ballscrews, are pre-tensioned (not only for angular contact bearing pretension but...) thermal growth compensation. Fortunately, its overloading quickly transfers heat into the ballscrew...fixing the tension by growing until the over-tension relieves. (it is still wise to run the ballscrews though a "safe pattern" to allow them to level out without excess loads.