Recording winding temps and correcting your values is vital, your results are meaningless without that info.
Now to the OP's question, your results are going to be skewed from the cable insulation resistance, as I am sure you understand, but it makes your values lower, so it is not realy a bad thing. As long as you megger from the same point every time I dont see a problem with the way you are doing it, a megger test is not so much about the values you get as it is comparing those values over time for trend anaylsis. test from the same point every time and compare to previous tests.