Warming the unit before rolling it could slightly bow the rotor due to the weight of the turbine, which could cause vibration and damage when motion starts.
You might also accumulate more water in the casing then it is designed for and cause a problem. These are generally robust units, just start them up and let them run normally.
If the turbine is large, the mass of metal that is the rotor needs to be heated evenly on start-up, and cooled evenly on shut-down. Failure to evenly heat/cool large turbine rotors can result in shaft distortion and vibration.