My whole point is that I've never heard anyone recommend a different cold weight oil for higher temperatures. Now, if you'd said 20W-50 instead, I'd have agreed with you.
BTW, as far as I know, the additives affect the cold weight of the oil. I.e, a 5W-40 and 10W-40 oil are made from the same 40 weight base, but have a different additive mix for the cold weight.