While the thicker oil won’t hurt it, it will give you slightly less gas mileage, and not significantly more protection unless you’re racing it.
Down 1 quart in 3,000 miles isn’t bad at all. There are Audi/VW owners who would be tickled if their cars only used this much oil. Instead of switching weights of oil, perhaps try a different brand or switch to a full synthetic, like Mobil-1. My oil consumption on my old car dropped from a little worse than yours to practically nil after switching to synthetic.