Isn't the cold break too small to get caught in the strainer for the most part? I would think that most of it made it into the carboy.
Also reading the NB instructions for the red ale:
"8. Fill primary fermenter. Fill the sanitized primary fermenter with 3 gallons of cold, chlorine-free water first. Pour the cooled wort into the primary fermenter second. Leave behind as much cold break (the thick sludge in the bottom of the kettle after cooling) as possible. Add cold water to the fermenter as necessary to reach a volume of 5 gallons. "
Unless the printed instructions were different (shouldn't be because the printed sheet is generic, and the special instructions are on the box IME), you actually want to keep the cold break out of the fermenter. Either way, it shouldn't really matter.