A windows will ALWAYS be colder than the walls in cold season. That is because a window is just a hole in the wall with some glass and gas in it. No matter what kind of gas and panes are used, the U-value will never be equal to any minimal wall. Just look at the listed U-value and compare it to the U-value of and uninsulated 8" concrete block and it will be about the same.
Also, they never tell you about the radiant heat loss that is very high at night in cold climates. Just a sheet hanging up at night does more good than any "gas" because the heat is radiated way through the glass from the source to the colder and darker area.
The metal frames also contribute to the heat loss because of conduction through the exposed aluminum, but a gap or vinyl barrier will give some minimal insulation.
I have a very good, tight and properly installed oversize sliding door. There is a world of difference at night just from dropping the 1" mini blinds down and tilting them, and it is instantaneous.
Just face it - If you want to see outside, you will lose some heat and there are limits on what you can expect from a window and a good installation can make a bigger difference than the salesman's numbers on insulation or U-value.