Agreed. It's only thinner when cold, as it's the first number that is the cold grade, the 40 represents the viscosity when hot, so it'll have the same viscosity as a 10w40 once warmed up. I use a synthetic 5w40 oil on my car and it's definitely better when cold, especially in the winter. Now, if we were talking 0w30 or 5w30 then yes, that would be too thing, but 0w40? Perfect, so long as it meets the VW approval.