I don't think the gas engine is tied to the heating system at all.
It is actually, if you look in the back of the engine compartment (one day when it is warmer outside!) you will see a tangle of heater hoses. Two of these hoses pass through the firewall into the cabin as usual, one of them being the heater inlet hose. The source of heat for the heater inlet hose comes from both the resistance heater and the engine. There is a hose that carries coolant from the engine into the resistance heater, but it first passes through a valve. Normally this valve is closed so that the only coolant flowing through the inlet hose into the cabin is coming from the resistance heater. But if the valve is open warm coolant from the engine is added to the mix.
I used to assume that anytime the engine was running and warmed up that the resistance heater would shut off and all of the cabin heat would come from the engine. So when I was driving HV I would crank up the heat as much as I wanted, because I figured it was free heat. But as it turns out apparently the valve only opens when it is too cold for the resistance heater to maintain the set temperature in the cabin on its own. But otherwise it continues to use the resistance heater exclusively, even as the engine simultaneously dumps waste heat overboard through the radiator. I have not been able to confirm this but there are indications this is how it works, even though it goes against all common sense. All I can figure is that they felt they could better control cabin heat with just the resistance heater and so it only uses engine heat for the cabin when it is necessary.
And I would think -30C would be a situation where it is necessary! But you probably won't get cabin heat from the engine for a long time, if ever at those temperatures, because of the next point.
If you just let the engine run without pushing the HV button the display says that some engine and some battery are driving the wheels but it can't be much engine because the battery bars drop quickly. And it doesn't rev very high. Pushing HV after I hit the highway slows the battery drop to a crawl and you can hear the bees buzzing.
It is normal that when switching to HV the engine goes through a warmup cycle before it provides any appreciable power. Even in warm weather you see the exact same thing, switch to HV and the EV miles continue to decline as if you were still in EV mode. After a few minutes the EV miles stop going down, and normally you hear the engine getting louder at that time as it begins to contribute power.
The only time the engine provides immediate power is when you stomp on the accelerator, as even a cold engine provides power in that situation. Probably doesn't hurt the engine as hybrid engines are designed for rapid start, but it's probably not great for it either to do that all the time, which I assume is why in normal HV situations it will continue to use the battery while the engine warms up.
Now your situation and temperatures is a somewhat different scenario, the engine is coming on simply because it is so cold outside. And apparently it is only started up for the purpose of providing cabin heat, since if I understand correctly you are still in EV mode? Well I guess even if you are in HV mode it sounds like your engine is coming on sooner than it normally would because of the cold. Maybe there are also some other reasons why they feel the engine should be running at those temperatures. But as mentioned above it's understandable that it will start out idling and not provide power until it has warmed up. But in -30C weather I would think that if it just idles it will never warm up, especially not while the car is moving with all of that air that cold flowing through the grill. Unlike a regular gas car which if it's in motion then the engine will definitely be at higher RPM.
That's why it would be interesting to monitor RPM to see how long it remains in idle in that situation. I wonder if the system realizes that because of the cold temperatures it needs to be more aggressive warming up the engine, or if it's more or less oblivious and just keeps idling the engine at low RPM waiting for warmup to occur, which it likely never will.
I have heard that some Prius Prime owners in really cold climates use cardboard or foam weather stripping to block the front grill to help the engine warm up. They keep it on all winter as apparently in temperatures that cold the engine does fine without air coming through the grill. I'm not recommending that, just pointing out the challenge of getting heat out of an engine that is not being used as much to drive the car as it would in a normal gas car.