The 0w oils are still thinner than the 5w oils at COLD temperatures. Thus, they give better fuel efficiency at colder operating temps before the engine has warmed up. In addition, since the engine is starting and stopping when not moving, a thinner oil at cold temps helps here too before the engine warms up (or if the engine cools significantly when stopped at a light for example - when its -20F with any wind, things cool down fast!)
In addition, it should be noted that engine oil temps significantly lag those seen on a gauge for the anti-freeze / radiator. People whi have owned cars with both gauges have all commented on that behavior. On that basis, just because the anti-freeze comes up to temp in 5 minutes does not give any indication the oil has reached temp yet.
When you are building cars exclusively to get good gas mileage, those types of issues do come into play, thuse the use of the 0w oils.