Grille Cover?

Here in Montana during the winter I see quite a few diesel powered pickups with a quilted black cover over the front grille.

Can someone explain the logic behind this? We do get a few weeks per winter with temps between -10 and 10 but most winter days are more like 5 to 25 degrees.

Do the covers provide a warmer running temp and more efficiency? Or do they make starting easier?

Thanks,
Dagotto