You will no doubt turn your exhaust header blue/brown from the heat that is created at a high idle while you let it warm up.  There will not be any cooling air blowing across it......and even in winter it will get hot and discolor.

I still am not a fan of letting a bike idle to warm up - but then I live in KY and I stop riding the first time they spread salt on the roads.....and I don't ride again until heavy spring rains wash the salt off the roads (I really dislike rusty motorcycles).