I'm not so sure about the hot air theory on gas engines.

So far as I knew, the gasoline engines are fitted with an air heating device on the intake for two reasons,(general not MB specific)
1. The bimetal spring operated choke on some old models needs the heat to release the choke.
2. Emissions requirements, trying to get the engine heated up faster to reach operating temp sooner, thus reducing the CO & NOX emissions and such. (This was also attempted with the use of a "heat riser" flapper plate on a bimetal spring restricting exhaust flow to hold heat in the engine longer)

Usually you will find the "hot air intake" systems are passed thru a type of thermal damper door that will bypass the system once engine is warm. (Such as the GM Thermac air cleaners used for years on carb models)

I do agree with mercury about the denser air and cold intakes. What you are experiencing is just normal cold cylinder walls and intake passages acting as refrigerators condensing fuel until the engine is warm, as heat helps to better evaporate and atomize fuels.