HSD's level of performance in cold weather depends largely on battery temperature. Many mornings this winter it took most of the ride to work (call it 12 miles) for the battery to warm up enough that the car was willing to use it for electric-only propulsion. This is perfectly normal, and Toyota did it in purpose. Batteries don't work very well when very cold so Toyota limits how much power you can draw from or put back into the battery when it is below 0C (32F). This forces the ICE to run more and prevents "stealth mode." There is some self-heating of the battery due to internal resistance, and bringing the cabin temperature up to a comfortable level may help a little. But those batteries are very massive and largely isolated so it takes a while for them to heat up. But rest assured that your car's behavior is in the interest of a long-lasting and reliable hybrid battery.

It also works the other way, though. Recently I have found that if the car sits in the sun during a warm spring day and the temperature falls below freezing at night, the car will still operate at full capacity in the morning because the battery itself is still above freezing. Kinda nice to get a little payback!