What's your definition of cold??
My cold weather riding is in 0F to -20F or (-15C to -30C) and on snow packed roads/trails.
So in 10-16 miles I probably burn more cals than my usual 30 -40 miler in the summer.
I also think the denser air (under 40F or so ) does add, I am assuming, about 10% resistance,
and colder bearings/grease can add a little too.
I know a golf ball won't fly nearly as far in 50 degrees compared to 85.
My main problem with colder weather is my muscles work best in 80+ temps, as soon as I feel
that wind chill I feel sluggish, even if I am dressed for it.