[aporigine]

"Why isn't 0w always better, since better pumping at a cold start seems like it would always be better?"

It's a question of longevity. To get a 0W-30 rating, you need more VI (viscosity improver) polymers in a somewhat thinner base. These don't last as long as the base oil, and after some thousands of miles (varies depending on the engine design, the individual engine's quirks and the driving style) you're effectively running 0W-20.
If you change your oil early and often, you get the benefits.
If you go for longer change intervals, the oil with less VIs will keep on doing what it was designed to do ... until something else ages to the point where an oil change becomes necessary.
cheers apo