Hhmm, I'm still a little sceptical.
Yes, warmup time, and more than that, winter fuel, should produce a mileage hit.
Rolling drag I'm less sure about. The increased ICE efficiency resulting from denser air normally more than makes up for that. On my MINI, cold temperature FE greatly increased, before winter fuel use started, and by about a whopping 15-20%!
Even in summer time, I don't see any mileage hit in wet vs dry weather (in terms of water on road) unless it is positively pouring, then yes.
I think a good way to test this would be to sequester some summer fuel in a barrel, and then use that in winter time to see what FE in winter, with summer fuel is like.
Now, if I can find a barrel somewhere, and a hurdy-gurdy...