Older cars, British or otherwise but seemingly especially British, used carburetors with a mechanical choke. The choke might be manual, or automatic controlled by a temperature-sensitive bi-metal strip. Automatic chokes became the norm for emissions reduction and because it was thought that humanoids wee too dumb to understand how to operate simple things.
The choke did two things, it enrichened the mixture until the manifold was hot enough to vaporize the gas and it kept the idle higher with a small cam and stop screw. Blipping the throttle took the mechanical force of the idle stop screw off the high-idle cam. That would release the choke as long as the temperature had risen enough for the bi-metal strip to want to release it. Normally that pressure on the cam would be released by the simple act of starting to drive. Nowadays all that is part of the engine control system.
With the PDK, I suspect it has no trouble dealing with that small rpm difference. So I just drive away, but gently because the owner's manual does say let the car warm before pushing it too hard.
As for letting a car warm up, I believe I recall I remember reading somewhere (not on the Internet, so it might not be true) that the reason not to do it was the possible accumulation of gas in the oil. When the cylinder walls are cold some gas will condense on them and not burn. It is is then scavenged off by the rings to mix with the oil. Inotherwords, you slowly dilute the oil with gas, making it thinner. If you drive enough with a warm engine those components in the oil should evaporate off, but if you trips are short it could shorten the engine life. Warming the engine at idle just makes it happen faster.