Putting meat in a hot oven is more historical than because it creates some magic. In most medieval towns there was One community oven, at the center of town, fired once and then used by whomever needed it during the day. Women would Dock their bread, slash various patterns on the top of the bread so theirs could be recognized from the others after baking. Later there often was one or more ovens located at or near the Bakery. The oven was fired with wood very early in the morning and when up to temp the bread was baked. Bread baking would be completed early in the day but the oven was still hot and would stay that way for a long time even overnight in some cases. Usually the Baker would allow the towns people, at a small price, to use the oven for preparing their evening meal, so meat was placed in the hot oven, around 400°F and roasted. This high temp gave a wonderful looking and tasty brown surface crust or bark and then finished the cooking. As the oven cooled to a moderate oven, 350°F, different dishes could be made, cakes, pies and such. When the oven temp got down below 325°, a Slow Oven, this was the time to cook low and slow foods like Braising meat, meat cooked partially submerged in liquid in a covered pot, for several hours. This method of cooking meat in an already hot oven has been around so long that the practice is continued with the preheating of home ovens. Some foods can only be cooked in a preheated oven, Cakes would not rise and cook properly going in a cold oven. Puff Pastry and Danish would not puff up and would be greasy. Pie Crusts would not be flakey and individual Cookies would spread so much they would all run together.
As far as Smoking meat goes, the preheating may just be carried over from the practice of cooking in an oven. But because most smoking is done at low temps there are safety issues the longer that meat is at any temp between 40 and 140°F. In the case of smoking Ground Meats like sausage, fatties and meatloaf, we want the internal temp up asap so there is no time for internal bacteria to grow thus preheating is a must. For meats with intact surfaces, other than bacteria riddled Poultry, it would make little difference if you started in a cold smoker but there are other things to consider. Most woods make nasty tasting White, Creosote laden smoke when they are just starting to burn. The point of getting the smoker up to temp allows the wood to get smoking, really burning, more cleanly and we get the smoke to the desired Thin Blue Smoke (TBS), before we add the meat, TBS is needed to impart a better flavor over a long cook. If your smoker is a large Stick Burner, or it is very cold out, it takes a long time to get the smoker temp up to the desired temp and generate TBS. That long period not only would give the meat a nasty taste but the heating time could allow for bacterial growth on any meat that started in the cold smoker.
People are always coming up with different methods and procedures in cooking to bring out an assortment of characteristics, flavor, texture, degree of doneness, etc, in meat and other foods. But when it comes to smoking meat, there is just no good reason, I can think of, to put meat in a cold smoker and then fire it up. And soaking wood chips gains you nothing in any smoker other than maybe in a Charcoal fired smoker and even that is debatable...JJ