If I could get 0w30 synthetic diesel rated, I'd use it in everything. As the market goes, I'm using 5w40 Mobil 1 or T6 5w40 diesel rated in everything except my Tacoma and Jetta TDI. I put 0w20 in the Tacoma to get more mpg. In the TDI, I put 5w30 Castrol special ESP stuff from the dealer because Mobil 1 ESP is not available locally and is much more expensive.
One of the reasons I like the 0wxx is from my experience with my VW Cabrio. Its hydraulic valve lifters (I'm assuming they were; only thing that makes sense) apparently drained down a bit after shutdown. Therefore, they tended to "pound" at startup. I noticed they pounded less with 5w30 oil that I had it on initially. When I found 0w30 and put it on it, the pounding virtually quit.
Ever hear really bad hydraulic lifter pounding? My dad ran a service station. Our HS principal came in and had his oil changed. He quickly came back after taking it out, and the engine's hydraulic lifters were pounding (knocking) like mad. Turned out Dad had forgotten to drain out the old oil. The crankshaft was churning up the oil surface and producing a huge amount of foam. Guess the oil pump was pumping a lot of foam and therefore filled the hydraulic lifters with air instead of oil.
You get the pounding if the lifters have air in them instead of oil.
The other reason I like as how a "cold start" oil weight possible is from an experiment that Imperial Oil did. They put a Chrysler or Dodge 4 cylinder 1980s car in a -40 F/C room overnight. They'd installed a transparent valve cover. They filmed the startup. Any oil that was heavier than 0wxx produced significant amounts of valve smoking on startup.
I want my valves and upper end lubricated instantly on startup. For me, it's 0wxx if I can get it. If not, 5wxx.
Ralph