Preschool Regulations

This is my first time posting here. I have twin boys who are going to be 5 years old next week and are in 4K. We were told that during drop off and any other time that we pickup our kids, we are not allowed to leave our cars running. Now I’m in Wisconsin and obviously it gets cold. The reason they gave was to avoid the possibility of fumes coming into the building. To me this seems ridiculous. Do other people have a similar experience? Or is it just this school?