I've never seen gear oil in cold weather but I've certainly felt the difference a thinner oil makes.
My BMW motorcycle has gear oil in the gearbox, shaft drive and final drive. Spinning the rear wheel by hand in neutral demonstrates there is a really substantial amount of oil drag at - 5 deg C which is my lower limit for riding. Switching from the specified mineral 80W90 to synthetic 75W90 subjectively reduced that drag by a large amount. When I graphed the oils it was a reduction from approx. 4000 cSt to 1000 cSt. That reduction in cold viscosity has to be worth having and I won't be going back to the 80W90.