We homebrewers tend to dry hop at ambient because we usually do it in the fermenter or if we use one, a secondary/bright tank. Most of the time, we cold crash only for the few days before kegging, but have dry hopped much earlier. I personally have dry hopped in the keg many times, but even then I would leave the hop sack in there until the keg kicks. I never really thought about dry hopping it cold and pulling them before kegging.
I think it would be a really good experiment to try a split batch dry hopping 1/2 when its already cold and the other half while its still warm, using the same hops and same beer.