Granted, I rarely have opportunity to experience the type of conditions you quote.
But are you saying that, on Auto, it won't start putting out heat until the coolant is up to at least the set temp? IOW, if it's -40 and your set temp is 70, it won't start putting out heat until the coolant is at least +70?
Like I said, it would be rare for me to have a similar situation, but for sure there have been plenty of times when I didn't remote start at the end of the day and went out well before coolant was at my set temp. Maybe I didn't notice because I also have heated seats and steering wheel, and because I don't have the extreme temps it was only a minute or two before coolant was above set temp. But that just seems like a "so smart that it's dumb" kind of programming thing that could be easily fixed. As long as coolant temp is above cabin temp, send it in! Basic, simple, should be implemented if it's not.
@RamCares