I'm sure somebody will come by and correct me but I'm just going to take a stab at it anyways.
I think it has something to do with the add-ins in the "winter blend" gasoline. These substances are better in the winter months because they evaporate better. This also causes the fuel economy to decrease slightly.
I've noticed a nice drop in MPG's from my summer mileage. I bought it in August and was getting 18-19 with my 3.0 edge 2wd, well into winter im getting 14-16. Most likely because i let my truck run for 10 minutes every cold morning for the trucks benefit and mine. :)