The air is about 15% denser in the winter than on a hot summer's day (O vs 40 degrees C).

The drag is probably partially offset by the fact that you can breathe more oxygen with less exertion of the chest muscles and diaphragm. As 65er has pointed out, the intercooling can boost performance although I don't know if XC skiing is as fast as cycling, which would make the air resistance loss less important than the cardio boost in those sports.