If it still happens once the engine warms up, it probably isn't due to the outside air being colder. That is because the transmission oil temperature is controlled by the coolant temperature, which is regulated by the T-stat. It will run a bit cooler in winter, but probably not enough to noticeably affect the viscosity. This assumes you car doesn't have an external tranny oil cooler.

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1984 & 1985 CA 300D's
1964 & 65 Mopar's - Valiant, Dart, Newport
1996 & 2002 Chrysler minivans