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- Plano, Texas, USA
Ha, if you believe only the 0W oil can protect the engine better in cold start, how are those 2.5T owners gonna do with recommended 5W-30 oil?I don't care about winter protection. I care about cold start protection. When cold (i.e. ambient temp, even in summer), even 0w oil is too thick to properly flow through bearings and protect engine parts, like it does when it's at operating temperature. But 0w oil is the thinnest you can get at ambient temperature, so it has the best chance of protecting metal parts during those first few engine revolutions in the morning or when first started each day.
This is why I run 0w oils in all my vehicles, in my Integra specifically for over 10 years now (0w-30 Mobil1 in that car and my Miata). If Mazda had a 0w-30 oil I would use that. But they don't so I use their 0w-20.
This is also why I don't let my cars idle for many minutes to get them warmed up in the morning. I start it, wait about 30 seconds, then drive easily until the car has reached operating temp. Proper operating temp is critical to engine reliability, and I want it to get there as quickly as possible. Driving normally and easily instead of just idling is the quickest way to get there.

But then if I were you I‘d just use any reputable 0W-30 oil trying to stop the oil consumption. Or use the latest SP / GF-6 standard oil such as Idemitsu SP / GF-6 0W-20 oil which is supposed to make 26-46% reduction in oil consumption for longer life.
Oil consumption is not good to the environment, and is not good to the emission devices especially the expensive catalytic converter. I’d try anything to reduce or stop it without expensive engine repair.