I want to say it's a combination of 3 things:
#1. It's cold out. When you are running your body is concerned about keeping your muscle warm that you are currently using the most (i.e. legs, arms, hips, etc).
#2. When you exercise past a very EASY effort, you are activating your sympathetic system. The relationship is somewhat direct... so the harder the effort the more your HR will rise, pupils dilate, blood is sent to the brain and heart instead of to the surface of your skin (which means you are not regulating your body temperature as well), and also your digestion is temporarily decreased. The involuntary contractions your body uses to push waste through your intestines is decreased.
#3. In the winter you are cold a good majority of the time so you tend not to drink nearly as much water. Hydration is a major issue.