Why YSK: When you cook meat, any water on the surface must first evaporate before much browning can occur. You want to get as much of a Maillard reaction as possible in the limited cooking time you have before the meat reaches the correct internal temperature. Removing the moisture first means that the heat of the cooking surface isn't wasted on evaporation and can instead interact with the meat to form the complex sugars and proteins of the Maillard reaction.
Depends on how you're cooking. It's all about that heat gradient!
Out on an open grill on medium heat for 20 minutes? Yeah, literally zero difference.
Pan fried on a cast-iron skillet that you've cranked up to ludicrous mode? That shit better be room temp if you want the inside to reach a safe temperature!
... and to those of you who cook steak but have never panfried: what are you doing? Get yourself some peanut oil, crank the heat to 11, and get cooking ASAP. Look up a guide because nailing the doneness will be hard, but I guarantee you that you'll become a better cook after a few attempts. It's a rite of passage, my fellow meatheads.