Because here 0W is not a weight, it is a performance rating. It, along with the other winter ratings are tested at low temperatures. All they really do is show how massively thick the oil is at those temperatures and it is entirely possible for a 5W rated oil to be thinner than a 0W rated one depending on what temperature it is being tested. Only at temperatures well below 0F (-25F and below) will a 0W oil be guaranteed to deviate and be thinner. But it is always too thick, it is never too thin. "Thinness" here is relative, never is it "thin" like at operating temperature.