One of my favorites is 'all models are wrong, but some are useful'. This model seems to explain why some might see better fuel mileage with a heavier oil.
http://www.et.anl.gov/sections/tribology/highlights/parasitic_engine_losses.html
Parasitic Engine Losses
In the collaborative effort with Ricardo, Inc., preliminary results from the computer simulations showed that hydrodynamic friction decreased with reductions in lubricant viscosity, while wear loads and asperity friction increased. This is mainly due to the reduction of churning losses associated with the shear rheology of high-viscosity oils. However, the decline in hydrodynamic friction is eventually offset by the increase in asperity friction. For each level of asperity friction reduction, there is a lubricant viscosity that provides the minimum overall fuel consumption (see figure). For an SAE 5 grade oil, simulations predict an overall fuel savings of greater than 4%, if a surface treatment is used to reduce boundary friction by 90%. Contact severity and wear loads are substantially increased in such low-viscosity environments, and they would need to be mitigated to avoid increased wear by using superhard coatings.
http://www.et.anl.gov/sections/tribology/highlights/parasitic_engine_losses.html
Parasitic Engine Losses
In the collaborative effort with Ricardo, Inc., preliminary results from the computer simulations showed that hydrodynamic friction decreased with reductions in lubricant viscosity, while wear loads and asperity friction increased. This is mainly due to the reduction of churning losses associated with the shear rheology of high-viscosity oils. However, the decline in hydrodynamic friction is eventually offset by the increase in asperity friction. For each level of asperity friction reduction, there is a lubricant viscosity that provides the minimum overall fuel consumption (see figure). For an SAE 5 grade oil, simulations predict an overall fuel savings of greater than 4%, if a surface treatment is used to reduce boundary friction by 90%. Contact severity and wear loads are substantially increased in such low-viscosity environments, and they would need to be mitigated to avoid increased wear by using superhard coatings.