I did a fun little experiment this evening.
I went outside and got a big plastic cup of snow. After stropping I put the blade into the snow. The cup was heavy enough and the snow thick enough it didn't tip over. I waited a few extra minutes and then did a cold water lather. As I shaved I dipped the blade in the cup with the spine out. It didn't clean the blade as good as rinsing but worked fine. I then left the blade in the snow and did a hot water lather prep for the next 2 passes.
I got a good shave but wasn't worried about that. I was more interested about how it felt. With the cold blade I could feel a difference but slight. It wasn't until the warm prep that the chilled edge showed. The contrast was interesting and in my opinion worth a try.
But I am not going to run out and get a cup of snow before my normal morning routine! :D