Weather conditions do affect “drag”. Wind occurs in all seasons, so I’d guess that is a wash season to season. Snow won’t affect drag, but as it builds up on the road is does increase rolling resistance.
Dirt on cars affects drag, you don’t see dirt on a race car at the start of any race. Since cars might be “dirtier” in the winter there would be a slight increase in drag.
While winter air is more “dense” it also has less moisture in it. So, does winter dry air have more or less drag compared to summer hot and humid air? This is a physics experiment, which may or may not have been done. I think you’d find an answer by talking to pilots and those that fly in the air frequently. Affect on cars is minimal.