We have a VW TDI and you can start it and let it sits for an hour and it won't generate any heat until you start down the road with some load on the engine, yes they would generate some heat but only enough to thin the oil a bit. Is it worth the money, everyone's opinion will be different. I assume on a tractor, depending on the type (clutch type), the clutch would need to be engaged to have the hydraulics running to help present a load and at least have the hydraulic oil circulating. I'm not sure on the (clutchless) electro-operated hydraulic type tractors how the hydraulic pump is disengaged if at all. My best guess would be to have both engine and hydraulic oil warmed somewhat before pulling away. Cold hydraulics don't sound very good let alone what it may do to the pump and other components over time. I go out, open one shed door then start my Kioti, then go open and latch the other door, throw the ball for the dogs, then putter around for a minute or two or five depending on the temperature then jump on and go. My two cents
Steve