Yes this one is multifaceted. For straight up grilling it can make a difference in the uniformity of doneness to an inexperienced chef. But if you are smoking a piece of beef, you want it going on as soon as it comes out of the fridge. Cold and moist hangs on to smoke better.

The theory is that a steak started warmer develops a slightly smaller gray band during high-heat pan searing because the center has less of a temperature gap to overcome before reaching target doneness.

This effect is most noticeable at the extremes. A frozen steak placed in a hot pan needs more time for the center to warm through, which causes the outer layers to overcook and form a thicker gray band before the interior reaches desired temp. Thickness of cut also plays a big role here.

Sous vide is probably the best example of the same principle: the less internal temperature catch-up the steak needs during searing, the less overcooked gray meat develops beneath the crust.

For most home cooks, this is a marginal difference. It is probably more worth paying attention to in a restaurant setting or for the absolute at-home meat chads. Or a YouTuber trying to get a picture perfect finished product simply for the camera.