Think about starting while on a snow/ice covered ramp. I used to always start in feather (Cheyenne and King Airs) in those cases and the prop stayed there until I was ready to move.The AFM says:
Regarding the starting of the engine in feather, the checklist calls for the prop lever to be in HIGH but again, there isnt anything that PROHIBITS anything else. I.E. starting and staying in feather.