No current technology car is as efficient in Winter, hybrid or not. One big reason is that all the viscous fluids are much stiffer in the cold. My car will coast much farther in the Summer than the Winter.

Warm-ups obviously burn fuel and don't move the car an inch. (The Prius has a "Thermos" feature that stores warmed coolant in an insulated bottle for quicker warm-ups)

If you don't check your tire pressure it will be lower in Winter.

I'm pretty sure the engine itself is more efficient while breathing warmer air. Cold air intakes increase power, not efficiency. Pretty sure some hybrid guys have warm air intake mods....