Well, for one thing, that's not ever going to happen because the coolant heats up so much faster than the oil. The only way to do this would be to drain the engine of all oil, heat the oil to operating temp outside of the engine, pour the pre-heated oil into the engine, and then start the engine and drive. There's no way anyone's going to do that.
As a thought exercise though, the reason we wait for coolant to reach operating temperature before driving hard is that it allows the engine's temperature to stabilize and is a reliable indicator that the metal parts are sufficiently up to temperature. Remember, temperatures inside the combustion chamber are 3,500 to 4,000 degrees Fahrenheit as soon as you start the car. The harder you drive, the more energy each combustion cycle has and taking it easy for the first part of the drive allows the metal components in the engine to expand more slowly. Running hard on a cold engine puts extra stress on things like head gaskets and piston rings. While doing so once or twice probably wouldn't hurt anything, making a habit of it would wear out the engine faster from the increased stresses of more aggressive heat cycling.
ZV