I've never noticed my feet swelling during cold weather. If anything, it's the opposite. My feet tend to shrink slightly during cold weather and require tightening my shoes slightly. During the summer, my feet can swell enough to make the shoe painfully tight even with a relatively thin sock.

The reason that you get a roomier shoe for winter riding is so that you can put more insulation inside the shoe. Thicker socks and thicker insoles take up a lot of room. If you wear the same sized shoe as you do in the summer, you just don't have as much room.

There are a couple of things at work here. Yes, a steel bridge will suck some of the heat out of your feet but, assuming an open deck bridge, your feet are also surrounded by a lot of cold air. A solid deck bridge has more thermal mass and no air circulation so it won't get as cold.

Other issues are that we cyclists don't move our feet much while pedaling. You are correct that if you are any good at riding a bike, your feet are stationary and your ankle is moving and flexing but your feet are mostly locked in one place. That one of the reasons that our feet tend to hurt after hours of riding. We just aren't moving them and they can cramp and hurt. When you walk, you are flexing the foot from the toes to the ankle and the muscles are consuming energy and producing heat. My feet never get cold when I'm hiking or when I cross country ski because my feet are flexing all the time.

Same with our hands. If you are XC skiing properly, your hands are letting go of the pole and recapturing it. On a bicycle, you use your finger to brake but that's not something you are constantly doing.

And, yes, you should wear larger shoes for bicycling in the winter.