From my experience, there are two main factors:
-You wear more clothes and therefore it's harder to move.
-The roads are slippery because of the ice and snow, so you hold on to the handlebar a little tighter and correct your trajectory and balance more often.

I could add the bike because mine is an older bike which is heavier and I ride mountain tires in the Winter: they are wider and have knobbies so there is more rolling resistance.