>>888406The engine needs to run at a specific temperature and there's no component to keep the engine at said temperature when it is turned off (like those little electric heaters installed on cars that are designed to keep the engine warm during a cold evening) so they burn inefficiently when starting up. If you want a comparable example look up the problems associated with starting up rotary engine equipped cars in cold weather.
On the flip side, the engine design is very simple and reliable so the locomotive is very versatile.