The transmission has an upshift delay feature. The shift threshold is higher when the engine is cold. This is done to bring the catalytic converter up to operating temperature faster than otherwise.

I haven't noticed one of these hold 1st gear all that long, but it will hold 2nd until about 4,000RPM no matter how gently you accelerate. The colder the day, the longer time/distance it will take the engine to reach the temperature at which the upshift delay is disabled. I think it switches off when the coolant reaches 40C.

Delayed shift out of 1st may just be a function of the cold engine. The transmission shift point is determined by how far down you push the accelerator. A cold engine makes less power than one at operating temperature. (Diesels are really noticable, gasoline engines less so.) You may simply be pushing farther on the gas pedal to get the expected acceleration, resulting in the transmission holding gears until higher RPM. Make an effort to drive it gently when cold, and see what it does.