I doubt that the increased resistance matters too much. In the drag equation, drag increases linearly with the density of the fluid but with the velocity squared, and since running occurs at relatively low velocities anyway, well, what's several decimal places among friends?
It is true, though, that cold air is more dense, and thus you can inhale air with a higher pO2. More importantly, though, is that hemoglobin loads (binds with O2) more favorably in relatively lower temperatures and unloads more favorably in relatively higher temperatures - a convenient fact when your lungs are well ventilated while your muscles are ~98.6 even at rest.