The Active Handling System warmup on the C5 has nothing to do with ambient temperature or having any of the AH circuits heat up. Its a calibration for the system just as Dave Hill explained. The system needs to know what straight is. I have had this message many times and it can be easily duplicated. I've experimented with different things that cause the message, and here is what I've found:
1) Before you shut off the car, turn the steering wheel more than 180 degrees from center and leave it there. I've found that the car needs to be sitting for about 3 minutes before restarting.
2) When you drive off, drive at least 25 yards and don't go past 9 mph.
You will get the "warmup" message.
I have driven the car in both 40-100 degree weather and the message can be duplicated. I can also skip any of the above, and the message will never show. For example, you start the car and quickly hit 10 mph, you'll never see the message.
The reason I don't believe the temp stabilization of the AH components matters, is that I can duplicate this after the car has sat all day. If the car sits for 8 hours, all the temps will be equal with the sensors, so the warm-up calibration technically would not be necessary. However, I can get the car to display the warmup message by steps 1 and 2 if the car sits for 3 minutes or for 48 hours in any weather conditions.