It's probably already been stated... remembering the "Ring of Truth" and the 32 jelly donuts per day...
BTW, for the record I'm European and laden.

Most of the calories (energy) we produce are to keep our bodies warm.
The next greatest portion of energy used while riding is to push aside the air, faster means more calories required
Air speed greatly increases heat transfer from our warm bodies, face and head to the cold air
The temperature difference body to air also matters, greater temp difference means greater energy transfer
Cooler muscles are not as efficient as warmer muscles
So, we go slower in cold weather because there are less calories available to generate continuous power comfortably and our muscles are not quite as efficient.

perhaps that is a simplification, I'm sure all of the other things also matter.