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"Is it better to have thicker or thinner operating temperature weight in winter?"
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Ideally the running viscosity would remain relatively unchanged no matter the ambient OR running temp. Realistically though, heat exchange rates through the oil pan and load rates will cause overall temperature fluctuations, and due to thermal behavior of the oil fluid and flow characteristics, there are temperature gradients within the flow regions that grow with increasing workload. An oil-coolant/air (with thermo) heat exchanger would help regulate oil temps better, but a gradient is inevitable (it exists with the engine coolant system as well, only water/antifreeze has a better thermal transfer and flow rate, so I figure.).
That said, one would IDEALLY not need to change oil weights no matter the swing in ambient temps, but one usually doesn't find such extreme measures of temperature management in the everyday consumer vehicle. One might otherwise chose a lower running weight (within OE recommendations...or not as some have experimented and continue to do so), in winter attributed to the greater heat transfer potential from colder air around oil pan if increasingly expecting to be at speed, as well as the general observation that lower running weights also have better cold flow characteristics at comparable temperatures, which aids starting and decreases a mpg penalty the more one finds themselves doing short trips (oil increasingly not being run-up to operating temps - increasing energy loss to pump oil).
Take care.