... The only possible reason I can think of is that somehow there is more friction when the road is colder...
No, less friction. Hot tyres, hot road surface = more friction, more grip and higher fuel consumption.
... But I'm sure there are other reasons...
Lots.
Internal combustion engines, petrol or diesel, have a relatively narrow temperature band where they can operate at peak fuel efficiency. As diesel lumps tend to have more old-fashioned "iron" in them than petrol engines of similar vintage, the lower ambient temperatures are, the longer it takes for them to reach optimum operating temperatures, hence fuel consumption rises. This temperature is around 90 - 95 deg C (the Temp needle pointing to the mid point on the Temp Guage). In summer this will take 5 - 8 kms driving time; in winter it could be 3 times the distance.
The shorter the journeys and the more frequent the starts from cold, the more fuel consumption will suffer (this will also effect engine wear).
"Aha, caught you", I hear the scientific community shout, "we know that cold air is denser than hot air, therefore combustion is more effective in winter because the same volume of air contains proportionally more oxygen". Top of the class I say except that in order to make use of the additional oxygen, the engine has to reach its peak fuel-efficiency temperature.
Due to emissions requirements, while an engine is below its peak fuel-efficiency (for temperature or other reasons) it will emit via the exhaust system unburned fuel and other noxious gases. These must now be recycled through another combustion cycle in the engine to detoxify them, thereby effecting the engine's fuel efficiency further. In other words the less fuel-efficient an engine is, the less fuel efficient emissions requirements force it to be. This situation tends to be exacerbated in winter.
A major drain on fuel in a car is the electrical system - lights, window wipers, cabin heating, window and mirror demisters, heated seats, etc. These are precisely the accessories on the car that are used more in winter than in summer, directly effecting fuel consumption.
Are there possible solutions to the problem?
- Engine pre-heaters powered from the mains that plug into and heat the engine block, coolant and oil before you start the engine, used extensively in Scandanavia, Canada and the US. Think of them as "super" glow-plugs that are fitted to diesels anyway
- Block off the radiator fins with card-board until the engine heats up (old lorry driver's trick that might not do your warranty any good) and then hop out in the middle of the M50 to remove the card-board