Pretty much what he said. Most people in super cold climates run it to prevent the block from cracking, even a 70/30 mix of coolant will only be good down to -30 to -40 degress at the most. ( Thats the temp of the coolant itself, not the air.)
I run it so I don't have to let it idle for 10min to get heat and defrost my windows, it'll only take half the time to get hot heat with it plugged in. Aswell as making it way eaiser on the entire lower end of the engine. When the oil is so cold its harder for it to move around and its slower and does not do its job as good as it could when its warmer.