Re-enters warm-up mode while driving in cold weather

Last winter ('02) I experienced the frustration of higher fuel consumtion in the middle of driving - after the car had 'warmed up' - because the engine could not keep itself warm when the weather dropped below 35-40F or so. Within a minute or so of coasting (probably fuel stop mode) I could watch the temperature bar graph drop to 1/4 or 1/8 - usually it's just below half. I searched for related postings with no success, am I the only one with this problem, or just the only person who thinks it is a problem?
I realize that the engine block is smaller (less thermal mass) and that the low fuel consumtion would limit the ammount of heat the engine can produce, but I would think that the engineers would have taken this into consideration in the radiator/cooling system. I had considered making a custom radiator cover - like the truckers use in cold weather - with a little open area at the center, but decided not to risk my warranty. I have talked with my dealership and they offered the standard "Leave it with us overnight" option, I may take them up on it this winter.

'00 Red 5 spd. 40K mi, bought used (7K mi.) in '01
78 mpg average in summer,
about 69 mpg average winter '02