Depends on your weather, mostly starting temperatures and time to get up to operating temps. As you are well aware, engine oils can be either a straight weight or a multi-grade viscosity. Originally, all oils were straight weights. Relatively few straight weights are manufactured today since most gas- or diesel-engine manufacturers recommend multi-grades. At operating temperature, a straight weight performs just as well as a multi -viscosity oil, and there is nothing wrong with using a straight weight. It's just a simpler form of oil. Some diesel fleets still use straight weights, as do about half the piston aircraft operators.
The difference between multi-grades and straight-weight oils is simply the addition of a viscosity improving (VI) additive. The most common grade of automotive oil in use today is the 5W/30, which is a mineral oil refined to the SAE 5 weight viscosity range containing the usual cleaning and anti-wear additives, then blended with a VI additive that should leave it reading in the SAE 30 weight range when at the higher (210F) temperature. The advantage to the multi-weight is, when starting the engine, the multi-viscosity oil has the thickness of an SAE 5 weight, which allows the engine to spin over more easily.
Like in your F250 Powerstroke, the most common diesel use oil is 15W/40. It is an SAE 15 weight oil with a VI additive that leaves it the thickness of an SAE 40 weight at operating temperature. What makes an oil a diesel-use oil (rather than automotive-use) is the level of additives used. Diesels require heavier levels of dispersant and anti-wear additives. These heavier additive levels are objectionable for automotive engines since they may interfere with the emission controls mandated by the EPA and other kooky agencies.
If you lived down here & had constant heat/humidity like me (in south LA) then straight weight would be in good order ---- it has been good to me for my tractors. Keep in mind that the larger the gap in viscosity ratings, the poorer job the oil will do long-term and the less likely the coverage will remain that for as long as a straight oil.
It sounds like you would benefit nicely from the multi-grade oil....so I say go for it!