Take into account that you are also consuming A LOT more gas with the cold engine startup process, and possibly winter gas mixture, lower psi tires at cold startup, harder vs. softer rubber issues, denser air/aerodynamics to push through, higher viscosity lubricants/engine/tranny/transfer case/ differentials/ bearings to decrease wheel horsepower, contraction and increased friction from any moving surfaces in contact, etc. etc. etc. Of course these could all be debatable, but they don't help- thats for sure.

All very small variables, but working together to decrease your mileage

The only benefit from the winter weather I can think of just as fast is colder, denser air. Plus, colder and denser gasoline combined and adding some efficiency to the engine after it is warmed up to allow more efficient engine output.

Yeah, winter will never allow your best mileage average. In my wife's old Acura I used to commute to work in all highway miles 2 hours round trip, I would go from a high of around 440 miles per tank in mild warm weather to around 350 per tank in the winter no matter how much babying I did while commuting.

Yeah, you could drive "normal", but when you start to get in the low 200 miles per tank, you'll see why that won't help. But the again, "normal" means a lot of different things as well.