Several mornings in a row during the first engine startup event of the day, the car idles at about 1500 to 1600 rpm until the A/F system goes closed loop. Calibrations are normally set such that idle is higher at cold start but this seems excessive to me for a V8. I've seen them around 1000 to 1200 maximum rpm in other cars but never 1500 to 1600 rpm at cold start open loop operating condition.

Is this normal for an Audi RS 4 or any other Audi for that fact?

Warm engine starts don't have the same issue, just the first start of the day. I didn't even see high idle at engine startup at lunch or day's end today when I was checking engine idle rpm after crank to see if this was a 'morning only' condition. It's definitely related to the system reaching steady state temps over night.