Cold starting

[FXF]

Just replaced the original battery in my 2003 Envoy SLT after it froze in the last cold snap at -24 below. I notice a slight delay when I start it in the morning the engine starts perfect but the lights which are automatic on, have a slight dim for about 3 or 4 seconds then a click and all is normal for the rest of the day. This only happens in the morning, the temps here have been really cold so I'm wondering if it's normal when the temps are so cold to delay full power to the lights for more starting power to the engine. There is no service engine soon light or any warning lights.