We haven't been in real cold, yet, but remote start on our Titanium does turn on the seat heater and steering wheel heater.
I thought it did turn on the engine on a cool morning but couldn't swear to it.
There are settings for remote control temperature defaults.
From the manual...
The climate control system adjusts the
interior temperature during remote start.
You can switch this feature on or off and
adjust the settings using the touchscreen.
See Settings (page 467).
-- Jeffrey and Maren
2011 Winnebago Journey 40U
Ford Escape Hybrid with Blue OX, Air Force One and TST