As above re bearings but also the heat from the engine and turbo can cause a cook off of the oil in the supply and retun pipes if it is just sat there, this cause a glazing in the pipes and as such cuts oil flow to and from the turbo which will cause the turbo to fail (lesson learnt 1998 with Nissan 200sx).
A few years ago you warmed an engine before really driving it because you needed to get oil up to temperature and around the engine, a modern day F1 car has tolerances that close it is effectively siezed until warm water is pumped around it for 10 mins or so to enble starting it then it will idle for a short time to ensure fully warm. A world super bike will be started for 10 mins on idle then shut off for 15 minutes to allow latent heat to disperse through the engine then started again allowed to warm fully before then taken out.
Modern fuel is manufactured to be as cost effective as possible - running it on your 95 ron std pump unleaded will make the car go but will not perform or be maintained to its opitmum, running super unleaded will give you the extra octane boost that the car is designed to run on and as such will have it running as efficiently as designed to be - but please note if you are looking for a fuel efficient solution neither the WRX or STI are where you should be looking 28 - 32 quoted in the press, my dash indicator has not seen above 19.5 although I have on occasion been wearing my diving boots when driving...
Modern additives will give the octane boost and additional cleaning properties which modern 95 rons no longer have
When people are saying allowed to warm you are only talking 5 mins sat idle or equivalent driving in a reserved fashion, the WRX STI is ready to play within a mile or so - it reaches half way up the temp guage in that time and maintains a steady stae from there on in..... so far ;)