Not sure about the
oil pressures involved with an auto transmission but engine
oil pressures can be up to 70psi. Combine that with cold sluggish
oil and you can blow one apart.
With an engine oil thermostat setup it's good to put a one way check valve in the return line from the cooler. That way the thick cold oil under high pressure cant get pushed back towards the cooler. from the engine while the thermostat is shut.
Cheers