This is a known bug. There are some owners who report having had a software update that fixed it but it's an irregular thing and I don't think we know which update. When I asked my dealer about it they said they couldn't investigate it because the car was paired to my phone and I hadn't left the phone with them!
I am expecting a flood of people complaining about it as the cold weather sets in, and hopefully enough people will do this to get MG listening. If there is indeed a software fix it shouldn't be all that difficult to figure it out and apply it. So get complaining.
In the meantime, the workround is to go out into the snow and unplug your car, then come back in the house and get warm while the car pre-heats. I know, it's mental.