The new cars do indeed do this.  My GLK does...
They accomplish this with a massively powerful electric grid heater in the plenum. On the GLK this is over 100 amps by itself....you can hear the load on the alternator (which is 180A) when its on. It hits fuel economy hard for the first few miles if you are running that + heated seats + all other accessories. Down into the low 20s until things warm up. On the plus side the load of all that also helps the engine warm up faster, allowing it to be turned off...win win.
The electrical system and alternators on the older cars are nowhere near capable of this. If its a 190d 2.2 or a 240d it might use so much power there's none left to move the car.
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-diesel is not just a fuel, its a way of life- 
'15 GLK250 Bluetec 118k - mine - (OC-123,800)
'17 Metris(VITO!) - 37k - wifes (OC-41k)
'09 Sprinter 3500 Winnebago View - 62k (OC - 67k)
'13 ML350 Bluetec - 95k - dad's (OC-98k)
'01 SL500 - 103k(km) - dad's (OC-110,000km)
'16 E400 4matic Sedan - 148k - Brothers (OC-155k)
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