Colder air is denser, which means it requires more energy to push the vehicle through it than during summer temperatures. All else being equal, it requires more fuel to push a vehicle down a freeway during winter than summer. The impact it has on this particular person's mileage is unknown, but to put it in perspective here you guys are telling him something is wrong with his car over a 1-2% change in mileage.
What you guys are talking about is in regards to shoving more cold air into an *intake*. Even in that example, however, you don't end up with more *efficiency* but rather more *power*, which is achieved by using more fuel (not less).
I'm not sure where the idea that CAI increases MGP. Maybe a hundred years ago when we were using carbs some people tuned them lean, but every time I tuned a carb it was for performance and every time I've used a CAI (or discussed them with someone) they were in the context of a performance vehicle. It may be true that more power can equal better fuel economy, which always seemed counterintuitive to people when we did larger engine swaps and they ended up surprised with better fuel economy.
Regardless, the basic principle applies (and this is even more true with electronic controlled systems): more air = more fuel
I don't know Wisconsin weather patterns as well as I do California's. The fact you say you won't see 50 until May leads me to believe you aren't experiencing the massive temperature ranges we get in the Central Valley. The average highs for the past three months were: 90, 80, 60, and this month it's 50. If he's tracking his fuel usage over those past few months, the weather needs to be taken into account. Regardless, it's misleading to say, "well I get 40mpg in Wisconsin so something is definitely wrong with your car."
The numbers he's reporting are well in line with mileage dropping when winter comes to California. Do a search on the boards because this topic is well covered and it's seems to come frequently from people in arid conditions.
As an aside, there's no possible way that engine is getting up to operating temperature in 10 mile increments.