This is pure speculation on my part but I suspect the OP is referring to averages and that his average mpg over multiple tankfulls has gone from 20 to 21.5. That’s a difference of 7.5% and certainly noticeable.
Yes it is but it implies your oxygen sensor has been marginal for at least three years if your mileage has remained steady. It should have decreased and then rebounded when the new sensor was installed. What prompted the replacement?
Everything will get lower mpg in cold weather because of the thickening of the oil and the more time it takes to be efficient. Highway mpg should not be affected unless it’s a real windy day. Actually engines Run better on cold air so in the winter if you do a lot of highway driving you might see an increase of mpg