The main reason for manufactures calling for ultra thin oils, is for emissions. Or so I've been told.
FWIW: I've run 15w40 in all my motors for the past several years. Shell Rotela (I buy the gallons by the case).
While were on the subject of viscosity. Why does oil go in thick, then when you drain it out (when warm) it seems allot thiner. I've noticed this when breaking motors in. Goes in at room temp (at 15w), after 15 minutes of run time when comming out it's almost like water. Shouldn't it be thicker? Since it's at temp it should be 40w, right? This goes for any motor, I just mainly notice it when doing break ins.
Actually, the thin oils are specified for new cars for several other reasons too, one being fuel mileage ( less energy loss due to friction), and another is to minimize "piston slap".. when an engine is cold..the quicker the oil can get into the bores, the quieter things will be.. lastly, the thinner oil is needed for use in the modern powerplants with tighter tolerances..but again, the trade off is, smaller engines generate heat, so oil sludging is an issue..
thinking further on emissions and oil, the thin oil is one aspect of "energy conserving oils".. not sure if you've noticed that label on some oils..anyway, the thin oil is there for reduced drag ( and better mileage ), but the other part is the reduced amount of metallic additives, like sulfur, zinc, etc.. everyone focuses on the reduced anti wear ability of these oils, but the other quality of oil that this additive reduction affects is TBN - which is a number that reflects an oils ability to reduce acids..( the higher TBN number the better) so, now you have a class of oils out there that shear into a water like consistency, and aren't doing much in the way of wear reduction.
As for your viscosity question, when you pour the oil out of the bottle, and it seems thick, ( it goes "glop - glop - glop" ), what's happening is that you are pouring a "cold" fluid with differing molecule sizes..once it sees combustion temps, it's thinning out a bit ( natural physics), but I'm sure if you had it sampled the viscosity would still be the same as it said on the bottle. after 3,000 miles it may not be, but after 15 minutes, it won't change.
Now, if you pour out an oil and it pours out smoothly, that means that all of your molecules are the same size.. that used to be the definition of a true synthetic oil.. Like mineral oil, it always was made from processed petroleum molecules, but "synthetic" used to mean they were engineered to be the same size, ( for easier cold weather starting and pumpability), and the molecules were from the PAO family of petroleum molecules ( which meant better heat handling capability).
Sadly, the term synthetic is now a marketing term ( thank you castrol), and it can mean whatever the oil marketer wants it to mean.. and that's a whole 'nother discussion.
And lastly, I like 15W40 too..one of my older blazers had a crazy high mileage 305 in it, and I used my 15W40 in it exclusively..check the labels and make sure the bottle says CI - 4 on it, that means there are the full complement of anti wear additives in it.. CJ - 4 has less, and the TBN number starts life in the low double / high single digits, so I wouldn't do the extended drain interval without analyzing it. You probably know this, I just mentioned it for those who don't.
If you want a CI 4, and you can't find it, PM me, I can whip up one that your engines will LOVE.