"Its the weight that makes motors turn over slow in the cold. 0w against 5w. You should hear how slow our diesels turn over on a cold morning with 15w40 in them."
It's actually a combination of both the weight (0w vs. 5w) and oil type (synthetic vs. conventional).
5w synthetic will flow better at 0 degrees then 5w conventional.
0w provides even greater protection, plus, there is not any 0w conventional.
Besides, if the 5w turns harder, it indicates more wear until operating temp is reached.
And lastly, heavy construction for the past 25 years from the Canadian border to Ft Lauderdale, FL and many points in between. I have heard diesels in cranes, excavators, dozers, trucks, etc. start in -50 to +105 and every point in between. When it gets that cold, diesels don't like it and prefer to be left running. But that is not always feasible.