Most wear does not occur at startup. The momentary wear rate, for that 1-2 seconds, may be higher, but the wear accrued is minuscule compared to the total wear the engine sees throughout its life. Whether the oil is a 0W-xx or 5W-xx is likely to have little to no effect on startup wear unless the temperature is too cold for the oil to pump effectively.
The issue with 0W-xx oils is volatility and shear stability. A 0W-20 will (typically) have a lower viscosity base oil blended with a higher amount of viscosity index improver (VII) polymer to bring the KV100 up to a 20 grade (or 30 or 40 or whatever). Lower viscosity base oils tend to be more volatile meaning they evaporate at a higher rate in very hot environments such as seen around the pistons and rings. Oils that are more volatile tend to leave more deposits around the rings, leading to ring coking/sticking, and sometimes more oil consumption due to evaporation. A higher amount of VII means the oil is more prone to permanent shear causing a drop in viscosity with use.
Therefore, if you don't need the extra cold startup protection, you're better off to use a 5W-xx or 10W-xx oil (in most cases) that may be less volatile and more shear stable. Note this is not accurate for every brand and grade. Some brand's 10W-30 may be more volatile than another's 5W-30 or 0W-30. What's stated here is the general trend. It's important to research the oil you wish to use to ensure it fits the needs of your engine.
