I get the same performance difference on my motorcycle. In the winter, I get about 40 MPG on the highway, in summer its 45.
Probably due to two factors.
In the summer, air is less dense, so it requires less power to drive through the thinner air. Also, the less dense air results in less power available from the engine, meaning more MPG.
In the winter it is the opposite. The air is more dense, so it requires more power to push through it and you can get more power from the engine, so it reduces the MPGs.
It can also be sneaky. In the winter, with denser cold air, you feel the increased power of the engine, so you are tempted to goose the engine and floor it more often to experience the extra power available to you, further reducing your mileage.