For some reason the firmware decided my hot end wasn't heating fast enough, declared a fault, and shut down the hot end heater. But nothing else stopped: the head kept moving and the print started - with a stone-cold hot end. Trying to shove filament through a cold hot end is bad for the printer. This is not a good response to thermal misbehaviour.
It's already on the firmware change list to stop the print when a heater fault is detected. Meanwhile, cold extrusion prevention will kick in when the temperature has dropped at enough, at 170C AFAIR.