Assuming you are using the cabin heater (I know I would be!) that could be why the engine is coming on as the resistance heater has limited capability. In conditions that cold it might need supplemental heat from the engine. One way to test this would be to precondition, then start driving with maximum seat heat but no cabin heat and see if the engine still comes on. If the engine doesn't come on, then turn on cabin heat and see if that causes the engine to start.