Factor 1: cold engine and emissions control equipment.
Prius drivers experience the same degradation of economy in the winter and colder weather. The Prius has a very sophisticated design by which the engine really wants to be at operating temperature before any of its fuel economizing features really kick in. The primary goal of the Prius is to have low emissions. To do this the engine must be at operating temp and the catalytic converters also have to be up to temp. It is not uncommon for me to be at a stop light within the first 5 or so minutes after I start a cold car and the vehicle will be sitting there at a light idling just like everyone else. And not generating power, according to the MFD, I might add. The vehicle is warming itself up and warming up to provide cabin heat.
There are huge differences in terms of the engineering philosophy between the Prius and the Civic, however I'm inclined to believe that when it comes to emissions control they tend to have been designed alike.
2. Air density
Air is much denser in cold weather than in warm weather. This is going to create more drag on the car as is attempts to slice through the air. What more can be said?
3. Auto climate
Both vehicles use coolant to heat the car in a conventional fashion. Nothing out of the ordinary there. If it is very cold out and you are heating the car, even to a minimal level you will be using heat extracted from the coolant. The climate control may determine that in order to continue putting heat in the vehicle that it needs to run the engine. So it runs the engine to generate warm coolant for cabin heating purposes. I don't see this as an issue with the Civic considering that to be moving the engine runs anyway. Not using your heat during the winter on a vehicle which must have the engine on while driving is not going to provide any benefit to your fuel economy. I'm not sure where your climate control's econ button comes in here, I am aware that it will prevent the a/c from running the engine during a stop during warmer weather, but I'm uncertain if it has the same effect during cold weather. Prius drivers sometimes see an increase in economy when they run their heat on low, but that is because the engine must run to provide heat and the vehicle chooses to run the engine to provide heat when it otherwise normally wouldn't run it.
4. Oxygenated fuels
Yes, oxygenated fuels will harm fuel economy because the BTU rating of those fuels is lower than summer fuel. I don't know your location, but I can pretty much guarantee that you are probably running E10 or something like that now, especially if you live in an urban area. The pump should state that the fuel has been oxygenated, however ask the station manager if there is no indication on the pump. If you find a station that is running E10 or equivalent right now, that is going to be required by law and everyone in your area will be running some kind of "winter gas".
5. Higher octane
I've only heard inconclusive or negative things about running higher octane fuel to get better economy. The vehicle cannot really sense the octane of the fuel and adjust. I suppose it might try to adjust the ratio when it notices a different kind of fuel burn characteristic, but I have my doubts about that either. This thread should give you more details about octane issues.
http://www.greenhybrid.com/discuss/s...ead.php?t=1266
And as an added point, run your climate control. It doesn't have that much of an impact. On any vehicle that is getting 30+ MPG, run your accessories and enjoy comfortable driving. I could go on and on about people not using a/c during the summer, which is foolish with regard to a/c maintenance and reliability. Different topic.