This is kind of a ramble, wild speculation, and only slightly related to MPGs so, apologies.
While driving a cold engine this morning and wondering about the lack of power and high rpms, I started thinking of a conversation I had back in college with an aerospace engineer buddy. We were talking about high and low torque loads in turbine engines and car transmissions and this got me wondering about the warmup sequence we aren't so fond of in the Impreza. I'm guessing the Subaru engineers are thinking of cleanliness AND longevity by pumping a lot of fuel into the engine for a short time. As we know, the extra fuel will heat the engine, oil, and cat sooner than lean efficient burn to end up getting the benefits sooner rather than later. While the oil is cold, it offers less friction reducing ability (per that neat oil website someone put up a while back). So, if programming tells the torque converter to lockup later and the CVT to use a lower gear, the car ends up running in a high rpm but low torque fashion which greatly reduces driveline stresses until the liquids are at a happy temperature. That seems like a very thoughtful thing to do IF it's true. I hope this car lasts forever.