In cold weather a 0W oil has benefits during cold start-up. Here's a random graph of the Interwebs showing the viscosity of a 5W-40 (dashed line) vs. temperature. Notice the scale of the vertical axis. It's logarithmic. It goes 10, 100, 1000, 10000, 100000.. instead of 1, 2, 3, 4, 5....
As a rough estimate, ten points on the SAE viscosity index is equal to about 15 degrees F or 8 degrees C. At really cold temperatures, like those in PA in the winter, the added 5 points on the winter (W) viscosity index means significantly higher viscosity and more time to get oil to the lubricated parts in the engine, and therefore more wear during cold start-up.
I live in Floriduh where it rarely gets below freezing. So, I used a 5W-20 in Frau Putzer's Honda and 5W-30 in my Chevy and BMW. But, if I lived up north and drove my car in the winter, I'd use a 0W oils instead.
10k miles is the maximum drain interval for BMW's in the U.S. now. If the inside of your engine (looking down the oil fill hole) is spotless, you're probably o.k. But, it there's varnish (brown film) or sludge (black or brown crud) that means your oil and additives are breaking down. My cars' engines are spotless inside, even at 100k+ miles with (mostly) 8k mile oil changes. Our Honda and Chevy have condition based oil change intervals, They can vary due to driving conditions, anywhere from 6k miles (all short trips) to 12k miles (almost all interstate driving)