Been driving since 1976. I used 10W-40 year round. That was the standard oil in those days. For several years I've used 10W-30 synthetic mostly. The only thing I consistently use 5W-20 in is my wife's Outlander.
Increased wear when it's cold? Not sure about that. My 86 IROC has 186,000 miles on the odometer. It's had 10W-40 in it year round. Fires right up, oil pressure is up before I get my seat belt fastened.
The Cherokee Sport had 133,000 miles on it when we sold it last month. Nothing but 10W-30 or 10W-40 since 2000 when we bought it new. Ran about 40 PSI oil pressure going down the road and 30 at idle when hot. Oh, synthetic oil only - Mobil 1.
I can remember days in the WV mountains when it was -20 F in the morning. The little Pontiac would fire right up even when the ATF in the borg warner 5 speed was so cold that the car would bump/jump (with the transmission in neutral) when I first let the clutch out. It would temporarily drag the fast idle speed down till the input shaft was turning freely. 10W-40 Gulf oil. It had 120,000 miles on it when the body was rusted so bad I had to park it. Still ran like a top though.
Long way to say that winter time oil has been no different, for me, than summer time oil.