I’m assuming you meant 5W-20, not 5W-30. If you really meant 5W-30 then I don’t know what you’re asking. One is a 20-grade and one is a 30-grade.If you were above - 35 why would the 0w 20 be thicker than 5W30 I can understand it being equal to 5W-20??
It’s because the winter rating isn’t directly connected to the operational viscosity, especially within the same grade. It is only meaningful at very low temperatures. Especially within a grade the base stock composition can have a lot to do with it.
It’s a common misconception you have.