Well, it's not more special than that the BMS isn't active before you charge the batteries for the first time & by that the BMS doesn't add on any drain to the usual self discharge all LiPo's have.
Brand new DJI batteries, still in hibernation...
That message is usually due to a big temp. difference between the temp you had when you made the last IMU calibration & the temp you're flying in.
Try to do a IMU calibration in those -10C & see if the message stops coming up.
You can't draw any kind of conclusion by creating tests not fully understanding what's needed to cause a yaw error, & also change the circumstances substantially. Your belief about the app warning as a good indicator isn't correct either, it's...
You need a good GPS lock & something that tries to move you drone out of position uncommanded (like wind) to experience the full effect of a yaw error... flying indoors "in a well lighted indoor condition" indicate that you didn't fully replicate...
Yeah... the available data strongly indicate just that.
The IMU got initialized about 180 degrees wrong, which quickly caused a straight fly away as soon as the IMU tried to hold position. The drone quickly reached max tilt & speed as the flight...