[...] (Technically, it was that the "mixture adaptation" was "lean" which wouldn't really have been a problem anyway, as running "rich" is what you really want to avoid.)
Running lean can kill an engine within a few minutes, while running rich will "only" mean higher fuel consumption and increased wear. (The latter only, if you're really overdoing it). Regarding emissions, both is bad, with running lean increasing NOx and running rich increasing unburned hydrocarbons.
Running lean makes combustion temperatures rise, increasing efficiency but putting great stress on exhaust valves and pistons. Running rich reduces efficency, but lowers temperatures (protecting the engine). That is why most cars enrich mixture under full load.
Also, running slightly rich will improve throttle response, eliminitating any delay in providing the extra fuel needed as it is already there. (That is where a part of the temperament older Alfas are renowned for comes from).
I would definitely investigate what caused that check engine light. Perhaps it was just the extreme cold (meaning too much fuel condeses in the intake manifold and not reaches combustion, as well as more oxygen in the colder air), or you have a just so slight air leak that is just a tad below the fault code threshold and only combined with the cold air crossed the threshold.
In any case, a check engine light means that for a certain time, your engine was running outside of it's specifications. You would want to keep an eye on it.If check engine light stays out, fine. If not, do find the fault.