If you run the engine at a steady speed you can glaze the bore and ruin compression. Same when running in, you need variable loads to ease the parts together (too hot and you can harden high spots, so it's a compromise).
I tend to to fire the engine up with a few "dummy" starts to get a little oil moving through (easy to do with Webers as they won't light the fire unless you want them to

). Then I alternate between a fast idle (2000rpm ish) and higher revs (about 3500/4000rpm) until I start to show some water temp' then I drive off normally.
I have heard that too much blipping from cold can damage the cams as the skid over the followers.
With F1 cars they will be concerned about getting the moving parts warmed up together. I once read that if the engine is not pre-warmed before fire-up that bearings can spin and all sorts as the working tolerances are designed only for hot use.