just to play devil's advocate here...
if 0w-whatever is a better all around choice than 5w or 10w, what is the conspiracy theory on why the manufacturers just don't use it in everything they sell? i drive a car with a manufacturer recommended oil of mobil-1 5w30. why not just spec 0w30 from the start? as some have said, you *may* see a slight mpg difference with a lighter multi-weight oil, and the manufacturers are always trying to aviod the gas guzzler penalties, so why not try to squeak a little free mpg out too?
Like I said, there's always trade-offs. The perfect scenario is to run a single-weight oil (like 30W) in a climate where the temperature never varies.Tthat's not realistic except with equipment inside a building, so mfgs add VIIs in order to make the oil multi-weight, but the VII molecules don't have the lubrication properties of the oil itself.
And in spite of what you may believe, the fact is that the 0-40W oil doesn't do anything differently at all until you get below the temperature where the 5W-40 oil can't past the pour test. those two oils will have the same exact viscosity at 30F, 100F, and 200F etc. But at some very cold temperature they will have different viscosities. Unless you're trying to turn over an engine at that temperature, the difference is non-existent.
Here's an easy way to think about this. Imagine a quart of 30W oil at room temperature. It will pour easily with the consistency of, well, oil

Put it in the freezer for and try to pour it. It will pour with the consistency of honey or thick syrup. If it were in the engine of a car, the increased viscosity from the cold temperature wouldn't allow the oil to move quickly enough into all the spaces it needs to go, increasing engine wear until the engine warmed up.
If you put a can of 5W oil in the freezer, it would pour fine at like room-temperature oil at 0F but be way too thin at room temperature. Thus the need for multi-grade oils. 10W-30 was the first, IRRC, and it worked well down to a certain temperature to pour at the required rate. But it failed to work well in colder climates, so 5W-30 was made. 10W-40 provides the same cold weather protection as 10W-30 but adds more hot weather protection. and so forth. So unless you're in a VERY hot or VERY cold place, or travel from one to the other (like long-haul truckers, aircraft, buses, and so forth), you're not getting anything useful with the more extreme-rated oils, you're just giving up some basic lubricity.