I don't brew dry stouts, so that may be a different animal, but for my stouts and porters I actually prefer a bit more roasty bite. I reserve cold steeping for things like Dunkels, Ambers, Alts, etc., where I am using a roasted malt solely for color and really want as little roasted flavor as possible. I find that cold steeping mutes some of the roasty character from these malts.
I saw a night and day difference in my dark beers when I started targeting the very upper end of the mash pH range. I'm not really sure how I'd factor that in for cold-steeped grain. But, as Denny said, only one way to find out...