During the winter, people wear more layers (in most of the country). While clothing layers won't stop a bullet, they can certainly clog a hollowpoint and effectively make your round a FMJ. Thus, I am more likely to carry a .40 or .45 over a 9mm or .38+P over the winter. Note, I said more likely...Once upon a time (as in, for 5-10 years until about a year ago) it was pretty much a given that I'd carry the bigger caliber, but now, with improvements in JHP through clothing I barely make a distinction in winter caliber. Also, I often carry a .45 during the summer now as well. Which I pick depends upon my mood, year round.
Because most of us are also wearing more layers, it is easier to conceal a bigger gun. Since that changes the size/capability v. concealment compromise, it makes sense to move up the size of the gun you carry. So, I used to carry a bigger gun (when in a state where I can carry) during the winter. I used to... My winter carry gun was a .45ACP P250 Compact and sometimes my S&W 625MG. I've added a CZ P01 which is similar in size to the P250 Compact. The rest of the time I usually carried a SIG P290 (before that a Taurus 85). Now, I have found that for the way I dress, 90% of the time I can carry my winter guns (with the usual exception of the N-frame) year round, and I go for a big increase in capability over a marginal increase in comfort and carry the larger compact guns year round.
Because most of us are also wearing more layers, it is easier to conceal a bigger gun. Since that changes the size/capability v. concealment compromise, it makes sense to move up the size of the gun you carry. So, I used to carry a bigger gun (when in a state where I can carry) during the winter. I used to... My winter carry gun was a .45ACP P250 Compact and sometimes my S&W 625MG. I've added a CZ P01 which is similar in size to the P250 Compact. The rest of the time I usually carried a SIG P290 (before that a Taurus 85). Now, I have found that for the way I dress, 90% of the time I can carry my winter guns (with the usual exception of the N-frame) year round, and I go for a big increase in capability over a marginal increase in comfort and carry the larger compact guns year round.