Colorado has puffer law(s) too. It's a kind of punish everyone for the bad people type thing. Leaving your car running in the driveway to warm up makes it an easy target for car theft, so to cut down on the police having to investigate and catch bad guys and insurance companies having to replace stolen cars they make it illegal to leave it running.
I do believe that if you have one of the remote start systems that disables the engine if someone tries to drive off without the keys that you may be ok...but I'd have to verify that.