My fuel economy drops about 20% on my petrol car in cold weather city driving. I don't know what causes the difference, perhaps waiting for the car to warm up and windows to defrost.
Warming up the whole car (including grease in wheel hub bearings, for example, that becomes much harder in cold) takes a lot of energy, so perhaps it is it. I'd say that a fully warmed car though should be a bit more efficient due to a bigger temperature difference and a bigger oxygen amount going into cylinders.
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.