Kinda simply put ?
The EBPV (exhaust back-pressure valve), the HIC (high idle circuit), the AIH (air intake heater) and a number of other power & performance components.. are.... controlled & activated, some are deactivated.. by the outside (ambient) temperature inputs (values) sent to the ECM (engine control module).. when we turn the ignition key on... in cold(er) weather.
Most are controlled by the EOT (engine oil temperature) and ECT (engine coolant temperature) sensors.
Until those sensors send (warmer) temperature values to the ECM that are within normal operational (required) limits (values).... We will Hear, Feel and Smell stuff, that isn't Normal...
Not To Worry. The Cold Start systems are doing just what the EPA, Ford & IH want them to do.... a faster warm-up... to reduce pollution.
Some will "turn off" sooner than others.. so we're not stuck or stranded.. but our PSD's won't sound, feel or smell normal, 'til Normal operational Temps are achieved.
Maybe a "Duh" to some.. But hope this helps ?