I'm pretty sure that it will do this to protect the transmission - it's not a fault. If the transmission fluid isn't warm enough it will change gears as little as possible. Just my experience.
i am no transmission expert, but seems to me that's not a good protective mechanism. first of all, that can be dangerous as the car gets stuck in 1st or 2nd gear. second, allowing the engine to redline while cold is probably not a good idea.
quote "Did it happen to everyone else in cold weather?"
i am in central california, didnt get very cold when it happened to me. definitely, not colder than 50 degrees.