i've noticed that, with the cold temperatures, my transmission also is a bit sluggish to shift for the first mile or so. Once the oil gets warmed up a bit it shifts normally. This has been my experience with other cars so I'm not too worried about it at the moment.
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I could be wrong but I don't thinking idling the car to allow it to warm up will help warm up the transmission as the car is in park and there would little if any fluid flowing.