I'd say, in general, don't worry about break in.
However, let's just consider the notion of environmental extremes for a second. IF the speakers have been constantly at say <50 degrees F during their multi-day shipment phase ("cold" airplanes and trucks and warehouses and such), and you then put them immediately into a >70 degree room, isn't it
possible that there could be some change in the way the drivers and enclosure behave until they become acclimated to the new temperature and humidity?
Now, whether there is an audible difference or risk, that's another story
