That's not entirely true, cold air is more dense, but all that means is for the same gear, same RPM, the amount of throttle opening required to sustain that speed is less, everything else the same.
Here in MN ALL fuel is oxygenated (alcohol added) unless otherwise marked. Usually...but not always...the super unleaded pumps are marked non oxygenated. There is also Winter gas...which is supposedly a different additive package, but I'm not sure what that is exactly. Not all states are the same. It takes roughly twice as much alcohol as petro per air to make usable internal combustion. That's why flex fuel vehicles running E85 get considerably worse MPG than the same vehicle running straight petro. So...in some cases (at least here in MN) it may actually be worth the extra money to buy the super unleaded (nonoxygenated) just because of the increase in fuel milage. I watch the fuel milage of my vehicles...and I think I've seen this difference.