Hi,
im not sure what the main reason is but there can be several. When its cold the air is much more dence. Its not much, but at 0C air is 7.3% more dence than at 20C.
According to nasa (who know allot about these things) drag increases propirtiantly with density. So, its 7.3% harder to push the car through the air. Which means more fuel needs to be burned.
However, denser air means each stroke of a cylinder can pull in a larger mass of air.
Assuming normal aspiration (ie. no turbo) At 20C a cylinder with a displacement of 0.5l will contain 0.6025g of air. At 0C the same cylinder can hold 0.6465g of air (or 7.3% more) It will me much the same if you take the turbo into account.
This means more fuel can be burned if you use the extra power avaliable.
Other factors will be, you may have your lights on, heated seats, heated window/mirrors, blower fan on higher, AC on to
help demist etc etc.
Another is that the engine block (not nesseserally coolant/temp readout) will be cooler, so too will the tyres, bearings and gears as well as the oils and greases in the engine, gears and bearngs will be thicker which means more power is required to move. Cold tyres are not so efficient when cold (or so ive been told)
If its raining, or has been raining, then some power us used up moving water out from under the tyres so the rubber can get to the road. Also, moving the rain out the way will use some power, not much, but it all adds up.
Hope this give some clues, the fuel has to be getting used somewhere(you dont have a hole in your tank!?)
Stuart