Why are there holes in pasta dough when it is cold
Viscosity of the cold dough is probably too high for good rolling. It's tearing and blobbing rather than feeding smoothly through the rollers.

I'm not finding a ref for rolling, but for extrusion: 


  The ideal temperature for pasta extrusion is between 45 and 50°C, as anything above 50°C will
  denature the proteins, impeding gluten production and therefore resulting in a soft sticky product.
  Using a cold water jacket will cool the dough and barrel too much, resulting in undesirable
  dough viscosity. 


Nice plot of dough viscosity vs temperatures here (fig. 4.3), but it only goes down to 30°C (86°F) Lower temperatures, including heating within the extrusion die, are likely not usually encountered.

This pasta rolling cook states:


  In making pasta it is important to avoid cold so use room temperature eggs.  Also, do not work on a naturally cold surface such as marble or stainless steel.