I did not even felt it but i've never used anything that thin before even if my manual from the 90s allows anything from 5w30 to 20w50 in my temp range. I am running it just to see how the engine behaves with it. By the way, this a 229.5 oil, 3.5 HTHS. What i notice so far is that the engine sounds quieter when cold, less rattle, maybe a very slight increase in gas mileage but i think this is lost in the noise between varying trips, fuel, AC on/off, weather... It is more of a psychological irrationnal thing of "thicker is better". I will see how oil consumption evolves but i will likely switch back to 5w40.
I have somewhat similar feelings to yours. I just did an oil change. I could have chosen 5W-30, or 0W-40. Based on a recommendation from my specific car owner's community, I decided to go with Castrol Edge 0W-40.. the last oil was likely a 30, since that particular mechanic felt that anything thicker than a 30 was too thick and would mess things up . (He drove a 07 Chrysler 300C with a supercharger and a lot of boost, curious what kind of oil he had in that. That was a fast car also. Anyways) So now I have a 40-weight.
What I notice is, ever so slightly less willingness for the RPMs to FLY up the tachometer when haste is summoned via flooring it, otherwise no ill effects and it is only because I am very in tune with my engine that I can notice the slightest of difference in feel.
Just raced a C7 Corvette with a custom plate on the highway, he had two of his pals running interference as well, have not encountered that before.. still, he had the faster car, but, the oil is not going to change that lol. I chased him pretty well for light highway traffic. Engine felt pretty solid at top speed and there was plenty of downshifting since I had to see what my car could do. I'll bet he wasn't expecting to have to work to stay ahead of me.