Using a remote starter is a convenience if you really don’t want to wait for heat on a cold morning, but it is tough on the engine in the long-run, and of course it wastes gas.
When an engine is running, every power-stroke of every cylinder lets a little bit of combustion gasses get past the piston rings. These blowby gasses, which are made up of mostly CO2 and water vapor enter the crankcase. When the engine is cold, the water vapor condenses into liquid water on all of the internal surfaces of the engine until they get warm. Along with CO2 and water, the “blowby” gas contains Hydrocarbons, Nitrogen Oxides (NOx), and some raw fuel, mostly during cold-cranking when the mixture is rich and some liquid fuel gets on the cylinder walls. A typical cold-start probably adds a couple of tablespoons of water to the crankcase. You don’t start driving off the liquid water (and dissolved fuel) through the crankcase breather system until the oil gets up to about 150F. An idling engine will never get close to that temp, except on a hot summer day. Coolant gets hot but not the oil in the sump. So by idling to warm-up the engine, you prolong the water accumulation period and delay the time when you start driving off water.
Even the worst engine we have seen at the lab get oil pressure to every bearing in 5 seconds from beginning of cranking from an overnight cold-soak. So yes you should wait 5 seconds before giving it some gas. Running an engine at high load when cold is theoretically tough on thermal stress, but on the other hand every OEM does this kind of torture testing on any engine they put in production. So normal driving a cold engine is a piece of cake.