all that you mentioned, plus winter-blend fuel has lower energy content than summer-blend.

I made the error previously of thinking the difference was in the oxygen content, which it is not. Thus I thought the mpg difference was in our heads or due to other factors. I was wrong.

Winter fuel is literally 'lighter' and evaporates more easily- for easier cold starting and because in summer temps there is more evaporation, so they reduce the volatility in summer fuel to counteract that.

Lighter molecules mean fewer atoms --> fewer chemical bonds from which to get energy --> lower mpg.