Speakers do need running in. they have moving parts and are made to tight tolerances for sound quality and response, if you turned them on out of the box and put some real power through them you would very likely damage them.
cars still need running in, but millage is less and less with the improvement in materials and oils. also most engines these days are throw away units that cant be rebuilt anyways.
I have never noticed any difference between my lights on initial turn on and latter down the line, and as always almost the first thing i do is find the brightest setting - non of my manuals warn against this either ?
my 2 cents