I've measured extreme temperatures in my capacity as an Automatic Transmission Cooling Engineer at Ford. At VERY cold temperatures, such as -40F, the coolant in the cold side of the radiator didn't rise above about -30F. The coolant going into the radiator was about 200F. The engine thermostat only opens for a very short time before it cools off with -40F coolant coming into the engine. So the coolant in the radiator sits there with -40F air blowing over it. So the ATF goes into the radiator and sees coolant that is not above -30F. Kinda blows the whole heating the ATF myth out of the water, doesn't it? And remember, I measured these temperatures, I'm not just guessing how this works.
And in hot climates we only tested at +95F and above. When I ran trucks (up to the F-550) up 8% grades at max GCVW the temperature drop across the radiator would get down to as little as 15F. The "cold" side of the radiator was still cooler than the ATF. The transmission was also working very hard and generating a ton of heat. The radiator really helped keep the trans temps under control.