Icing conditions

From what I understand, icing protection should be turned on if the
outside temperature is 5° C or less. However, what is the reason for
not having it on all the time? Does it overheat in normal weather, or
what?

I read that turning on icing protection before "sufficient ice has
accumulated" may prevent the protection from working to remove the
ice. Why?

Also, what types of anti-icing stuff should I turn on? Just
everything that deals with ice (wing, prop, pitot, fuel vent, etc.),
or is there an accepted order or hierarchy for these things?

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