The added variable now is winter,wind chill across the radiator can and does reduce the operating temp from efficenly burning the fuel.If you have a temp gauge use it.Many engines are operating in a continuos under temp or warmup range.miles per gal.plummets with lower engine temp.
HEAT=Good Fuel in winter weather.
Actually, car engines do better with colder air. Cold air is denser than warm air, and so contains more oxygen per cubic foot, making for more complete ignition and higher efficiency.
If you're running 20W50 oil in the winter, you may be killing your engine, so this is the only thing I can think of that makes cold weather operation less fuel efficient.