Thanks for the info guys!
Let me share the background for the question:
First - you are right it is probably just an airline requirement - for Extended range operations with two-engined aeroplanes (ETOPS). It requires that the APU must be running, as an alternate electrical source, when you are far away from an enroute alternate. Typically over the ocean or in the Arctic. A cold APU can be very difficult to start at altitude. It is also required by manuals such as Boeing NG (BBJ). I had a friend, who just started to fly BBJ oceanic flights, ask me because he was not happy with the procedure to leave it off. I guess the actual requirements are FAR 121 & JAR-OPS which may not apply to corporate flights?