I know this isn't really specific to your transmission, but yes, a servo piston seal can go bad while the piston itself is still good. Sometimes the seal is replaceable, sometimes the seal is bonded to the piston. Not sure which type the B2 piston is, however. A common failure on older cars is for the seal to harden, then it will exhibit poor operation when cold, and may improve with temperature, like you describe. But a cracked component can do the same thing as the crack closes with increased temperature. Best thing to do is remove the part in question and inspect. If it's a bad seal, then a transmission overhaul is the best thing to do as the rest of the seals are thrown into question.

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Erich Loepke
2010 Ford Focus
Currently Benz-less