I believe from a stop the winter mode starts you in 2nd gear to keep from accelerating too quickly and spin your wheels on slippery ground.
From an earlier post from Tone,,.
"... the light will ONLY stay lit in winter mode function IF the car is stopped and in DRIVE (NOT 4 low, R, 1, 2, or 3) - it automatically turns off Power mode. Switch does NOT stay down but will light the light IF the above conditions are met until you reach 7MPH. See manual for more."