My present understandig: When the anode voltage is applied to the cold tube, the cathode during heating up is operated in the saturation region. i.e. it cannot emit as many electrons as could be drawn off. It is said, that this can damage the cathode.
Why else would we find many devices where a relay does just that: Switch on anode voltage only after the cathode is properly heated? Just because of nice to have or to avoid start-up hum?
Regards, H.