It is standard advice to bring steaks to room temp before grilling. (Actually meat generally, and I absolutely agree w.r.t. roasts etc, but I am talking aout steaks on the grill here). I like a pretty hard sear on the outside and almost rare inside ... well-rare as opposed to medium-rare. I find it easier to do this (without ending up with well-medium) if I start with the steak at a cooler temperature. Is this wrong?
Giving your steak a hard sear in a ripping hot cast iron pan (which usually is heavy enough to hold a lot of heat) probably takes a minute or two on each side. I personally find that throwing steak directly from the fridge into the pan, seasoning before I put it in the pan, will give me a sear no problem, but the interior won't have time to come up to the temperature I want - about 55-57 °C (130 to 135 degrees F)for medium rare, 49-51 °C (120-125 F) for rare. That's why I rest it for about 20-30 min before searing, during which I do my other prep work. If your method gives you the internal temperature you want, no problem.
I think you will get a steak that is cold in the middle though if it's too big, i.e., if it is heavier and thus needs more time to warm up internally, even in a very hot pan.