People drive differently in really cold weather - they tend to idle the vehicle more (and spend time in it while idling more), drive slower, and on mushier surfaces (snow/slush/ice), etc. and that is without figuring mechanical stuff like thicker oil.

If someone isn’t driving highway distances all the time, ‘warm up’ is quite inefficient for ICE vehicles, and tends to run very rich.

Totally right that if those factors aren’t there, it should get better fuel economy.