The AxeFX seems to be acting as your interface.Not necessarily break-in in the "traditional" sense but I like the loosen the moving parts (spider, surround, doping, etc).
I use a Function Generator Plugin in my DAW that can go as low as 0Hz with any wave form, which is connected to the AxeFx via SPDIF, from there into a power amp then the cab.
How does loosening the moving parts different from breaking a speaker in, which is focused on the cone (no clue) ?