Why is it sad? What performance did the oil lose with the change?
Probably none, but when you could get a primarily PAO jug of oil for $25 or less in Canada and it's gone, it is an occasion to be sad.

Realistically, the cold weather numbers might have worsened a bit, but there's no evidence of that. As CleverUserName pointed out in his subsequent post, it was a ringer in the class, beating virtually all the competition in various properties. Looking back at the posts of those in the know when the Delvac 1 ESP 5w-40 CJ-4 lubricant was being developed and tested, and then finally rolled out, it was rather overbuilt for the specifications it held. I believe it lists fewer builder approvals, too. So, there is a reason to be sad.
In the grand scheme of things, none of this would matter to anyone but the most extreme users of the product, if even them. If someone isn't using the product to its limits in the first place, shrinking that envelope a bit doesn't really hurt. Just from a curiosity perspective, I wonder how much, if any, tweaking would have been really necessary to get Delvac 1 ESP 5w-40 from CJ-4 to CK-4 in the first place. Of course, such a thing is so proprietary, we'll never know.