Sounds to me like the fuel injection on cold start up fuse has been removed, If you keep your foot on the throttle the engine will continue to run, remove your foot from the pedal before the engine can warm up the engine will die.
If you allow the engine to warm up the engine will stay running.

An easy check for this fault is to check the heated seat fuse. Many people remove said fuse because the MK4 Escort never had Heated seats, Ford just used the parts bin for the fuse box lid.