I feel exactly the same, however the climate in the UK is relatively mild so probably less of an issue.
I live on the top of a hill so my initial drive is usually 1-2 miles without the gas engine engine being needed at all so I have anxiety that I'm often 5 miles into a journey before the engine fires up.
With this in mind, I sometimes activate the 'hold charge' function that basically tells the engine to fire up when you're moving with the intention of keeping the battery topped-up, it will stop at traffic light stops etc...
Another option is run in sport for a while but manual shift to keep the revs low when cold to get the oil warmed up and properly circulated and ready for fun.
I have also noticed on cold days, maybe <5 Celsius that the gas engine will start briefly at the start of a journey when it usually doesn't (i.e. when it's warmer). In other words, BMW have thought about this and the software will run the gas engine for a period it deems necessary to put the engine in a state where you can use sport mode at will.
To summarize, I think BMW have thought of all the possibilities and understand oil, components, tolerances etc... however, I like to warm things up a bit myself just in case
Problems may start to show-up after 50k miles or maybe there'll be no problems at all - who knows?
As an aside, my V8 X5 has an oil temp display and it usually takes 10 miles to get the oil up to operating temp! It's an old car though and has lights on the rev counter telling you how far you can push it as it warms up - with newer oils I suspect this can be largely disregarded though.