FWIW, I just checked my folder with my logs in it and I'm at over 500 logs with the pair of AEM 30-0300's. That's over 500 starts too since I only log once per drive. I let them warm up just about every single time I start the car because I log every start from before I even crank the engine. I don't doubt what you're saying Mike, but in practice SO FAR, I've yet to have a problem. And that doesn't include the few thousand logs from the PLX 4.2 and 4.9 sensors in that car, always warmed up before the engine starts.
OEM heaters turn on whenever the key is in the run position. If heating them up before the engine fires up was that big of a risk, I think there'd be a TON of narrowband and widebands dying in OEM applications. Narrowband and wideband failures in OEM situations is probably 1/100th what it used to be years ago. In the '80's and 90's I damn near wore out my O2 sensor sockets and wrenches. Now it's pretty rare to have a failed sensor on late model stuff.