I don't think there is anything wrong with this.And here I am keeping fans on my AVR to keep it cool.
I used to do the same thing about 10 years back for my Denon amp.
The logic behind warming the amp for 30 to 45 minutes is so that the capacitors are charged and have the required current flowing to deliver good sound as others have observed above.
The logic behind placing a fan on top is to dissipate excess heat similar to what the heatsinks inside the amp do.
Infact some amps and many pro amps have a fan attached behind the amp.