The cold means just not hot in my experience, room temp has always worked fine. I think when the hot stock is added to hot roux it maybe cooks the outside quicker making little bitty dumplings (lumps). Cold roux perhaps gives it time to dissolve and incorporate. Cold stock and hot roux..roux dissolves before the whole things heats up and begins thickening. Cold-Cold I dunno maybe it wouldn't incorporate well and will separate. I have only had personal experience with the hot hot (strained gravies) and hot roux cold stock.
Thanks for the explanation.
My stock was room temperature when I added it. I had no problem w/ lumping, but found the need for alot of brisk whisking to incorporate together.
ya'll. Thanks for all your expert advice. 