IIRC, the outcome was that it was a unconfirmed wives tale to support a snake oil website service. However, continual short journeys where the engine doesn't get up to temperature aren't the best thing for them, but that is regardless of which viscosity of oil you happen to be running.
The reason for the thinner oil at extremely cold temperature is to make the car easier to start, as the oil becomes increasingly like treacle in consistency. Dad's Landcruiser in Italy had a tank heater to stop the diesel gelling in winter, and my mate's truck in Canada has a block heater (but then it does get f*cking cold where he lives).
The thought of it "burning up the sludge" is a nice idea, but in practice that's not really going to happen, especially given the different between 5w and 10w oil.