From what I have read on here (and there's a lot, good lucking finding it again) the concern with fully synthetic oil is the starter. Apparently it requires some friction to engage and the concern was that fully synthetic oil would be "too slippery" at very low temperatures and would prevent the starter from engaging. That being said, I haven't read on here that anyone has actually had this happen, so as far as I can see its a theory only. Apparently if it does, the solution is to either warm the sled up, or drain the oil and replace it with semi-synthetic. Full synthetic won't do any permanent damage.
And realistically, even here in Manitoba, daytime temperatures of -30 or worse are rare.