Were you biking through snow? I find that fresh snow and tire-mulched snow presents a significant amount of rolling resistance. It almost feels like I'm biking over sand sometimes.

I've used lithium grease in my bearings down to -25C so far without experiencing a significant extra amount of drag while pedalling or coasting over pavement (when I'm going over snow, I'm pretty sure it's the snow and not the bearings that are slowing me down). But this is my first winter doing so, so I would hold little weight to my experience with bearing lubrication in the cold. I'm happy with the grease though, and like that I don't have to worry about the bearings too much when we get temperature spikes during the winter months.

-20C temperature should make a 10-20psi difference in tire pressure, while 0C temp will make a 5-10psi difference, depending what you had the tires inflated to, if you're following the gas law above. I doubt the air is actually escaping from the tires any faster though -- it just exerts less pressure. At 13F, the decrease in pressure won't account for the magnitude of extra resistance you felt (as posters above have noted -- I'm agreeing with them, except the part about tires losing air).