Well whatever cold break is it comes from the wort itself and the act of relatively quick cooling of the wort causes it to precipitate out so over time when things stabilise no reason for it not to be re-absorbed...thats my assumption at least...in any case since it comes from the wort then I see no reason to attempt to filter it out or remove it.
At the bottom of my conical I have a short sight glass which is my only window into the fermenter (miss the visibility my Fermzilla provides), then an elbow fitting then the butterfly valve, so if it does settle out rather than re-absorb back into the wort then there is not that much of it if it can hide in the elbow fitting below the sight glass. Either way it doesn't seem to impact the beer at all.
It's a while since I've brewed with my fermzilla and struggling to remember if I saw a similar effect, but with my Brewzilla I always sucked through some hops from the whirlpool and a bit of trub from the bottom of the kettle so think I always got some trub settling out of the wort in the Fermzilla collection jar. In my larger 3V system I have a False Bottom that actually works so get pretty trub free wort out of the kettle.
But I've observed when I pour a beer I've brewed I might get chill haze, but leave the beer to warm up a bit and the chill haze disappears and I'm left with clear transparent beer. Is chill haze not just cold break too?
Also my plate chiller, in the cooler months where the ground water is cold, over chills my wort and will often get it Into the fermenter at about 10 degrees C so I have to warm the wort upto pitching temp before I can pitch yeast.. so this additional process of warming the wort for a couple of hours might impact things. I need a bigger wort pump!!