I do not smoke outside in cold weather. They just don't taste the same to me.
Two years ago I was at a Crimmas party and brought some Double Chateau Fuente Sungrowns for the host and others I knew that would like cigars. Unfortunately, we weren't "Allowed" to smoke them in the house and were relegated to the deck. The temp outside was in the upper 30's and the smokes just tasted "Flat" to me. I had one from the same box the next night and it was as good as I always expect from an AF Sungrown.
Not exactly strong empirical data, but good enough for me not to waste good cigars anymore by smoking outside in the cold.
-Quixote