Normally no fuel pump running w/ ignition on, as it takes air flowing through the AFM to keep the CO relay on. And yes, if main relay or EFI fuse were out, the fuel pump not running would be the least of your problems <img src="/forums/images/graemlins/smile.gif" alt="" />

Check the cold start injector and CSI timer switch, maybe those are not working right, after all that is what helps with cold starts.