Well they boil the coolant, just like a water heater I'm guessing. However, if you leave it on for several hours, the car can get as hot as 50C before startup. At such a temperature, your glow plugs won't even have much heating to do and the car will crank up with ease. That's the whole point of plugging in right?

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1999 Mercedes-Benz S600, 103K miles - garage queen
1988 Mercedes-Benz 560SEL, 89K miles - daily driver
2007 Hyundai Sonata Limited, 31K - daily driver