I remember back in Saskatchewan when it got to be -40, you needed to let the whole car warm up before you could move it. A block heater definitely helps (You need it to even start the engine in Sask. and every employer had a plugin for employee parking.) Warming up is a good plan even at -10. We didn't run special tranny fluids, just gave it 5 - 10 minutes to start circulating properly before driving away. There is no AT fluid that does not become excessively viscous in the real cold (that's not +20). Keep the Mercon! At +20, I wouldn't worry. I'd actually worry more about the gear oil in the differential, but again that's only at -20 or lower. I've seen the gear oil in a manual tranny become solid at -40. But you just need to let it warm up in neutral before moving it. Once the gears start moving in it, it corrects itself. And yes even at +20, it's bound to be a bit more viscous than when it's 100 outside (AZ all the time). Don't worry; Be happy that it runs! Just warm it up properly before moving it if it's really cold, not just wimpy cold.
Bill W