There's nothing thin about a 40W. It's a 0W at 32 degrees and a 40W at 212 degrees. When a synthetic oil breaks down, it reverts to the higher number, not the lower. I doubt at 5,000 miles per change that that's a significant factor. A 0W is still multiple times thicker at 32 than a 40W is at operating temperature so the thin oil argument is moot.
No you're right. 40 weight is 40 weight. But it's the cold number that is crutial in my example
The oil is being consumed at cold operation, at cold start. When loose tolerances allow thin oil to bypass the piston oil ring, and past shrunken valve stem seals.
When the engine warms up, and metal expands, and seals expand, oil consumption slows.
You never seen (on other vehicles) blue exhaust at startup? Blue is burning oil...
Here in the northeast where we have 100 degree swing in temps from winter to summer, my engines see extremes, therefore benefit from relativly thick, 10w40 oil year round. If your climate is more temperate, perhaps you can get away with a different viscosity not specified by the manufacturer.
All I'm saying is, based on my experience, thick oil is more desirable for my uses, and burns less in my vehicles, based on my use of my vehicle.