Well.. as so many things in engineering: it’s a tradeoff. Mechanically, it’s also very important to let the engine warm up and cool down before and after heavy load. Primary reasons for warmup are that the oil is more fluid on higher temperatures and metal is also less fragile when 50 or so degrees above freezing. Cooldown is especially important on turbo engines as the turbo on hundreds of thousands revs per minute and high temperature needs oil to be pumped through the bearings. If you turn it off after heavy load on engines that do not keep the oil running after motor shutdown, there is a chance that oil burns and gets stuck in the bearings, degrading performance or worst case breaking the turbo.