Aside from winter gas being the pure blame of bad MPG, there are many other points that people should remember. First off, the winter grade gas is about as close to a "high performance" than they will ever put in it. And you can imagine, it burns faster because of this. You may not feel the power, but there is a hair bit more there. Still not a reason to "get on it". 
Also, engines run harder in cold weather to reach and maintain normal running temp. Higher idle RPM to get to maintain that temp means more fuel dumping. Even a slight 50-100 RPM (hard to register by eye) can cause a pretty visible change in MPG. Colder air through the intake is no help as you are pushing 25f air into an engine that wants to run at 180f.
Plus, MOST people tend to let their cars sit for a bit longer idling to "warm up". THIS, is the major culprit for bad mpg in winter. I think they do this without fully realizing that just sitting there, they are burning plenty of gas. USER ERROR. Just GO. It only takes about 10-20 secs for a freshly turned on vehicle to lube through well enough to get going without damage in cold weather. Your car will heat up faster under load, your HEAT will warm you up faster because of this, and you will not burn your gas up sitting there for 10 minutes while your car idles....
My STi goes from 25mpg to 21-22 every winter. Tends to run better at highway speeds since the IC stays nice and cool.
The VX goes from about 14mpg to about 11. She LOVES the cold however cause that S/C is a cold air huffer.
Gary Noonan
'01 S/C VX / '18 Forester XT