We see massively worse fuel economy in the RX400h in the winter than a normal car would suffer (drops from combined 28MPG in the summer to 18MPG in the winter...somewhere around those #s, don't quote me exactly).
But what would an equivalent non-hybrid get in the same circumstances?
The Escape Hybrid drops from 38-40mpg in the summer to 36-37 in the winter. Some of that is due to winter gas and winter tires, so the remaining difference can't be very much. I don't see why the RX400h would be that much different. One difference with your driving is that I do little city/short trip driving. And some people may tend to drive for short trips in the winter when they might walk in the summer.
I think Vancouver is not representative of the cold temperatures that others would see in other parts of the country. Those colder temps are going to affect the fuel economy a lot more, hybrid or not. I would venture to guess that the % drop in fuel economy in winter is higher on a hybrid than a non-hybrid since the engine would run more frequently in winter than in summer.
True, a hybrid won't shut down the engine at all if it's cold enough. However engine shutdown is only a small part of a hybrid's efficiency. It isn't shut down all that much, and if you use battery energy when the ICE is shut off, you need to run the engine that much more anyway to replenish that energy. It still benefits from regeneration, smaller than normal ICE, CVT etc, which means a hybrid should still get significantly better mileage in the winter than an equivalent non-hybrid. My Escape Hybrid gets much better mileage in the winter than non-hybrid Escapes get in the summer.
I speculate that hybrids are programmed to aggressively keep the catalytic converter hot, and the result would be lower emissions compared to non-hybrids that don't do anything special to keep the converter hot. The downside is a mileage penalty for hybrids.
And though it has nothing to do with mileage, another advantage of these hybrids for really cold places is that they use an electric motor as a starter and the large hybrid battery for starting. So it's like having a hugely outsized starting system.