loud or rough idle when cold

I just bought a 2015 Mazda 3 itouring, 2.0 liter, auto. Our test drive was in the afternoon, car ran great. The next morning when it was cold, the car idle sounded a bit rough and loud. After 2 minutes it smoothed out. Is this normal? I called the dealership and they said yes. There is the "blue" light for engine temp that lights up and goes out. Just wondering if anyone else has experienced this.

Thanks
 
Yes.
Initial high RPM idle is to heat up the CAT quickly to comply with emission regulation.
 
And yes, the sound of the engine is louder and rougher too. Believe the explanation is in the manual.
 
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