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It’s pretty common for a CMM to be in its own climate controlled room. Parts will be placed in the room and allowed to reach reference temperature for a several hours prior to measurement.
On production lines you usually skip the absolute measurement of a CMM and use go/no-go gauges. One should fit, one should not. They’ll be made of a material with similar thermal expansion coefficients as your parts. As long as they’ve both been sitting around for a while they’ll be at the same temp. They’ll have expanded or contracted the same amount from reference so their relationship of go/no-go will still hold true.
The whole field of metrology is a never ending rabbit hole - really interesting the more you get into it.
There was a prototype that popped up on ebay out of nowhere back around 2011. Seemingly made it pretty late into development before the idea was canned.
https://www.macrumors.com/2011/08/14/photos-of-a-prototype-macbook-pro-with-integrated-3g-cellular-data/